Backward stochastic differential equations driven by \(G\)-Brownian motion (Q2434501): Difference between revisions

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+.5889
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+Pricing and hedging derivative securities in markets with uncertain volatilities
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+Conjugate convex functions in optimal stochastic control
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+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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+Viscosity solutions of fully nonlinear parabolic path dependent PDEs. II
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+Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion
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+On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion
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+Q3755824
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+Stopping times and related Itô's calculus with \(G\)-Brownian motion
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+Adapted solution of a backward stochastic differential equation
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+Filtration consistent nonlinear expectations and evaluations of contingent claims
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+Nonlinear expectations and nonlinear Markov chains
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+Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
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+\(G\)-expectation weighted Sobolev spaces, backward SDE and path dependent PDE
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+A complete representation theorem for <i>G</i>-martingales
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+Martingale representation theorem for the \(G\)-expectation
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+Wellposedness of second order backward SDEs
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+Some properties on \(G\)-evaluation and its applications to \(G\)-martingale decomposition
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+Uniqueness of the representation for \(G\)-martingales with finite variation
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