Some Important Properties of Multiple &i&G&/i&-Itô Integral in the &i&G&/i&-Expectation Space

摘要

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