Random \(G\)-expectations (Q373831): Difference between revisions

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+.2168
@@ Property / arXiv ID: 1009.2168 / rank @@
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+Stochastic integration and \(L^ p-\)theory of semimartingales
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@@ Property / cites work @@
+Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs
+Normal rank
@@ Property / cites work @@
+Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
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+A theoretical framework for the pricing of contingent claims in the presence of model uncertainty
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+On the uniform continuity of Tietze extensions
@@ Property / cites work: On the uniform continuity of Tietze extensions / rank @@
+Normal rank
@@ Property / cites work @@
+Superhedging and Dynamic Risk Measures under Volatility Uncertainty
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+Adapted solution of a backward stochastic differential equation
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@@ Property / cites work @@
+Q4357507
@@ Property / cites work: Q4357507 / rank @@
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@@ Property / cites work @@
+Filtration consistent nonlinear expectations and evaluations of contingent claims
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@@ Property / cites work @@
+Nonlinear expectations and nonlinear Markov chains
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@@ Property / cites work @@
+Q5436616
@@ Property / cites work: Q5436616 / rank @@
+Normal rank
@@ Property / cites work @@
+Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
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@@ Property / cites work @@
+Q3096569
@@ Property / cites work: Q3096569 / rank @@
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@@ Property / cites work @@
+Dual formulation of second order target problems
@@ Property / cites work: Dual formulation of second order target problems / rank @@
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@@ Property / cites work @@
+Wellposedness of second order backward SDEs
@@ Property / cites work: Wellposedness of second order backward SDEs / rank @@
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@@ Property / cites work @@
+Q3862204
@@ Property / cites work: Q3862204 / rank @@
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