G- Brownian motion and Its Applications
Author(s) -
atena ebrahimbeygi,
elham dastranj
Publication year - 2015
Language(s) - English
DOI - 10.17776/csj.72409
. The concept of G-Brownian motion and G-Ito integral has been introduced by Peng. Also Ito isometry lemma is proved for Ito integral and Brownian motion. In this paper we first investigate the Ito isometry lemma for G-Brownian motion and G-Ito Integral. Then after studying of M G 2,0 -class functions [4], we introduce Stratonovich integral for G-Brownian motion,say G- Stratonovich integral. Then we present a special construction for G- Stratonovich integral.
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