G-predictable process is an important random process.This paper proposes the definition of G-predictable processes using methods from nonlinear stochastic analysis theory,aiming to develop G-predictable processes and their related stochastic integrals within a sublinear expectation framework.This paper explores the Itô integral of G-predictable processes with respect to G-Brownian motion and the quadratic variation of G-Brownian motion.Further-more,it examines several related properties are also examined
sublinear expectationG-predictable processItô integral
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