Multiple G-Stratonovich Integral Driven by G-Brownian Motion

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DOI: 10.4236/jamp.2018.611190    608 Downloads   1,134 Views  

ABSTRACT

In this paper, we propose the multiple Stratonovich integral driven by G-Brownian motion under the G-expectation framework. Then based on G-It? formula, we obtain the relationship between Hermite polynomials and multiple G-Stratonovich integrals by using mathematical induction method.

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Li, Z. , Liu, F. and Li, Y. (2018) Multiple G-Stratonovich Integral Driven by G-Brownian Motion. Journal of Applied Mathematics and Physics, 6, 2295-2301. doi: 10.4236/jamp.2018.611190.

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