The following pages link to (Q5436616):
Displaying 50 items.
- Reflected stochastic differential equations driven by \(G\)-Brownian motion with nonlinear resistance (Q256518) (← links)
- Exponential stability of solutions to impulsive stochastic differential equations driven by \(G\)-Brownian motion (Q258299) (← links)
- A law of large numbers under the nonlinear expectation (Q277070) (← links)
- Quasi-continuous random variables and processes under the \(G\)-expectation framework (Q288838) (← links)
- Backward SDE representation for stochastic control problems with nondominated controlled intensity (Q292927) (← links)
- Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications (Q294511) (← links)
- Strong laws of large numbers for sub-linear expectations (Q295129) (← 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)
- Multiple \(G\)-Itō integral in \(G\)-expectation space (Q373435) (← links)
- Random \(G\)-expectations (Q373831) (← links)
- Independence under the \(G\)-expectation framework (Q471533) (← links)
- On the existence and uniqueness of solutions to stochastic differential equations driven by \(G\)-Brownian motion with integral-Lipschitz coefficients (Q477470) (← links)
- Functional solution about stochastic differential equation driven by \(G\)-Brownian motion (Q480048) (← links)
- Integration with respect to the \(G\)-Brownian local time (Q482726) (← links)
- A stochastic recursive optimal control problem under the G-expectation framework (Q486239) (← links)
- The scaling limit of superreplication prices with small transaction costs in the multivariate case (Q522060) (← links)
- Stochastic volatility with regime switching and uncertain noise: filtering with sub-linear expectations (Q523969) (← links)
- Portfolio selections under mean-variance preference with multiple priors for means and variances (Q525212) (← links)
- Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm (Q525907) (← links)
- Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes (Q529424) (← links)
- The Tychonoff uniqueness theorem for the \(G\)-heat equation (Q547391) (← links)
- Properties of hitting times for \(G\)-martingales and their applications (Q555022) (← links)
- Large deviations for stochastic differential equations driven by \(G\)-Brownian motion (Q607275) (← links)
- Central limit theorem for capacities (Q609382) (← links)
- Inf-convolution of \(G\)-expectations (Q625814) (← links)
- Kunita-Watanabe inequalities and Tanaka formula for multi-dimensional G-Brownian motion (Q628946) (← links)
- A note on the stochastic differential equations driven by \(G\)-Brownian motion (Q633052) (← links)
- Weak approximation of \(G\)-expectations (Q665446) (← links)
- Exponential utility maximization under model uncertainty for unbounded endowments (Q670752) (← links)
- Central limit theorems for bounded random variables under belief measures (Q681767) (← links)
- Local time and Tanaka formula for the \(G\)-Brownian motion (Q691837) (← links)
- Approximations and asymptotics of upper hedging prices in multinomial models (Q692029) (← links)
- Continuous-time trading and the emergence of probability (Q693028) (← links)
- Exponential stability for stochastic differential equation driven by G-Brownian motion (Q712632) (← links)
- Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion (Q734638) (← links)
- Viscosity solutions of path-dependent integro-differential equations (Q737174) (← links)
- Discrete-time probabilistic approximation of path-dependent stochastic control problems (Q744373) (← links)
- Robust superhedging with jumps and diffusion (Q744974) (← links)
- Optimal stopping under adverse nonlinear expectation and related games (Q748312) (← links)
- Weak approximation of second-order BSDEs (Q748313) (← links)
- Second-order BSDEs with jumps: formulation and uniqueness (Q748324) (← links)
- Central limit theorems for sub-linear expectation under the Lindeberg condition (Q824885) (← links)
- Gradient estimates for nonlinear diffusion semigroups by coupling methods (Q829444) (← links)
- Invariance principles for the law of the iterated logarithm under \(G\)-framework (Q889816) (← links)
- Maximum principle for forward-backward stochastic control system under \(G\)-expectation and relation to dynamic programming (Q898994) (← links)
- \(k\)-sample upper expectation linear regression-modeling, identifiability, estimation and prediction (Q899350) (← links)
- A note on \(G\)-normal distributions (Q900547) (← links)
- Central limit theorem under uncertain linear transformations (Q900948) (← links)
- Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation (Q1615909) (← links)
