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Some properties on G-evaluation and its applications to G-martingale decomposition
Science China Mathematics, 2011exaly
A Martingale Representation Result and an Application to Incomplete Financial Markets
Mathematical Finance, 1992Saul D Jacka
exaly
Mean field games via controlled martingale problems: Existence of Markovian equilibria
Stochastic Processes and Their Applications, 2015Daniel Lacker
exaly
Complete convergence and complete moment convergence for martingale difference sequence
Acta Mathematica Sinica, English Series, 2013exaly