Multiple \(G\)-Itō integral in \(G\)-expectation space (Q373435): Difference between revisions

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+W3104576979
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+.0368
@@ Property / arXiv ID: 1012.0368 / rank @@
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+The multi-dimensional super-replication problem under gamma constraints
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+Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
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+The multiple stochastic integral
@@ Property / cites work: The multiple stochastic integral / rank @@
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+On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion
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+Multiple Wiener integral
@@ Property / cites work: Multiple Wiener integral / rank @@
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+Stopping times and related Itô's calculus with \(G\)-Brownian motion
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+Q5436616
@@ Property / cites work: Q5436616 / rank @@
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+Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
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+Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
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+Stochastic Target Problems, Dynamic Programming, and Viscosity Solutions
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+Martingale representation theorem for the \(G\)-expectation
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+The Homogeneous Chaos
@@ Property / cites work: The Homogeneous Chaos / rank @@
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+A Girsanov Type Theorem Under G-Framework
@@ Property / cites work: A Girsanov Type Theorem Under G-Framework / rank @@
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