Pages that link to "Item:Q2434760"
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The following pages link to Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion (Q2434760):
Displaying 50 items.
- A law of large numbers under the nonlinear expectation (Q277070) (← links)
- Quasi-continuous random variables and processes under the \(G\)-expectation framework (Q288838) (← links)
- Numerical simulations for \(G\)-Brownian motion (Q335585) (← links)
- Dynamic programming principle for stochastic recursive optimal control problem driven by a \(G\)-Brownian motion (Q347470) (← links)
- A stochastic recursive optimal control problem under the G-expectation framework (Q486239) (← links)
- An \(\alpha\)-stable limit theorem under sublinear expectation (Q726751) (← links)
- Gradient estimates for nonlinear diffusion semigroups by coupling methods (Q829444) (← links)
- Maximum principle for forward-backward stochastic control system under \(G\)-expectation and relation to dynamic programming (Q898994) (← links)
- Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation (Q1615909) (← links)
- Supermartingale decomposition theorem under \(G\)-expectation (Q1663870) (← links)
- Backward nonlinear expectation equations (Q1702883) (← links)
- Reflected solutions of backward stochastic differential equations driven by \(G\)-Brownian motion (Q1705559) (← links)
- An upper bound of large deviations for capacities (Q1718577) (← links)
- Stochastic dominance under the nonlinear expected utilities (Q1719011) (← links)
- The quasi-sure limit of convex combinations of nonnegative measurable functions (Q1733839) (← links)
- Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
- BSDEs with mean reflection driven by \(G\)-Brownian motion (Q1799804) (← links)
- Reflected quadratic BSDEs driven by \(G\)-Brownian motions (Q1997195) (← links)
- Properties of \(G\)-martingales with finite variation and the application to \(G\)-Sobolev spaces (Q2000140) (← links)
- Forward-backward stochastic differential equations driven by \(G\)-Brownian motion (Q2008895) (← links)
- Representation theorem for generators of BSDEs driven by \(G\)-Brownian motion and its applications (Q2015381) (← links)
- Harnack inequality and applications for SDEs driven by \(G\)-Brownian motion (Q2023734) (← links)
- An efficient numerical method for forward-backward stochastic differential equations driven by \(G\)-Brownian motion (Q2029145) (← links)
- Large deviations for backward stochastic differential equations driven by \(G\)-Brownian motion (Q2030998) (← links)
- Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous generators (Q2031004) (← links)
- Further results on stabilization of stochastic differential equations with delayed feedback control under \( G \)-expectation framework (Q2069740) (← links)
- An averaging principle for nonlinear parabolic PDEs via FBSDEs driven by \(G\)-Brownian motion (Q2069922) (← links)
- Infinite horizon BSDEs under consistent nonlinear expectations (Q2071438) (← links)
- Quadratic \(G\)-BSDEs with convex generators and unbounded terminal conditions (Q2080287) (← links)
- \( G\)-expectation approach to stochastic ordering (Q2085830) (← links)
- Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous coefficients in \((y, z)\) (Q2116484) (← links)
- Wong-Zakai approximation for stochastic differential equations driven by \(G\)-Brownian motion (Q2116485) (← links)
- Term structure modeling under volatility uncertainty (Q2120604) (← links)
- Nonlinear predictable representation and \({\mathbb{L}^1} \)-solutions of backward SDEs and second-order backward SDEs (Q2155508) (← links)
- Harnack inequality and gradient estimate for functional \(G\)-SDEs with degenerate noise (Q2165737) (← links)
- A generalized stochastic differential utility driven by \(G\)-Brownian motion (Q2190068) (← links)
- Second order backward SDE with random terminal time (Q2201514) (← links)
- BSDEs driven by \(G\)-Brownian motion with time-varying Lipschitz condition (Q2207639) (← links)
- Reflected backward stochastic differential equation driven by \(G\)-Brownian motion with an upper obstacle (Q2229553) (← links)
- BSDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients (Q2235973) (← links)
- Local wellposedness of coupled backward stochastic differential equations driven by \(G\)-Brownian motions (Q2236007) (← links)
- Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs (Q2238887) (← links)
- Stochastic optimal control problem with obstacle constraints in sublinear expectation framework (Q2275319) (← links)
- Convergence to a self-normalized G-Brownian motion (Q2296092) (← links)
- Optimal control with delayed information flow of systems driven by \(G\)-Brownian motion (Q2296119) (← links)
- G-Doob-Meyer decomposition and its applications in bid-ask pricing for derivatives under Knightian uncertainty (Q2336966) (← links)
- Jensen's inequality for backward SDEs driven by \(G\)-Brownian motion (Q2346319) (← links)
- Stochastic calculus with respect to \(G\)-Brownian motion viewed through rough paths (Q2360844) (← links)
- On properties of solutions to Black-Scholes-Barenblatt equations (Q2415166) (← links)
- Robust mean-variance hedging via \(G\)-expectation (Q2419972) (← links)
