摘要
We study rough path properties of stochastic integrals of Ito's type and Stratonovich's type with respect to G-Brownian motion. The roughness of G-Brownian motion is estimated and then the pathwise Norris lemma in G-framework is obtained.
We study rough path properties of stochastic integrals of Ito＇s type and Stratonovich＇s type with respect to G-Brownian motion. The roughness of G-Brownian motion is estimated and then the pathwise Norris lemma in G-framework is obtained.
基金
supported by National Natural Science Foundation of China (Grant No. 10921101)
the Programme of Introducing Talents of Discipline to Universities of China (Grant No. B12023)
