In this paper, we propose the multiple Stratonovich integral driven by G-Brownian motion under the G-expectation framework. Then based on G-Itöformula, we obtain the relationship between Hermite polynomials a...In this paper, we propose the multiple Stratonovich integral driven by G-Brownian motion under the G-expectation framework. Then based on G-Itöformula, we obtain the relationship between Hermite polynomials and multiple G-Stratonovich integrals by using mathematical induction method.展开更多
文摘In this paper, we propose the multiple Stratonovich integral driven by G-Brownian motion under the G-expectation framework. Then based on G-Itöformula, we obtain the relationship between Hermite polynomials and multiple G-Stratonovich integrals by using mathematical induction method.
