摘要：As is known, martingales are a class of very important processes in the probability space. Under the nonlinear expectation introduced by Shige Peng, the structure of martingales is much more complicated than that of the classical ones. For example, the continuous martingales with finite variation are not trivial processes any more. In this talk, I shall give an introduction to the structure and properties of martingales under nonlinear expectation.