Author(s)

Zou Li, Fangyuan Liu, Yang Li

College of Science, Shanghai University for Science and Technology, Shanghai, China.

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.

G-Stratonovich Integral, G-Brownian Motion, Mathematical Induction

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.