Some Important Properties of Multiple G-Ito Integral in the G-Expectation Space

作     者：Fangyuan Liu 

作者机构：University of Shanghai for Science and Technology Shanghai China 

出 版 物：《Journal of Applied Mathematics and Physics》 (应用数学与应用物理（英文）)

年 卷 期：2018年第6卷第11期

页      面：2219-2226页

学科分类：07[理学] 0701[理学-数学] 070101[理学-基础数学] 

主　　题：G-Brownian Motion Multiple G-Ito Integrals G-Ito Formula Recursive Relationship 

摘      要：In the G-expectation space, we propose the multiple Itô?integral, which is driven by multi-dimensional G-Brownian motion. We prove the recursive relationship of multiple G-Itô?integrals by G-Itôformula and mathematical induction, and we obtain some computational formulas for a kind of multiple G-Itô?integrals.