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arxiv: 1001.4907 · v2 · submitted 2010-01-27 · 🧮 math.PR

Properties of hitting times for G-martingale

classification 🧮 math.PR
keywords hittingmartingalemartingalestimesprocessespropertiesstoppedapplication
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In this article, we consider the properties of hitting times for $G$-martingale and the stopped processes. We prove that the stopped processes for $G$-martingales are still $G$-martingales and that the hitting times for a class of $G$-martingales including $G$-Brownian motion are quasi-continuous. As an application, we improve the $G$-martingale representation theorems in [Song10].

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