Quasi-continuous random variables and processes under the \(G\)-expectation framework (Q288838): Difference between revisions

@@ Property / author @@
-Ming Shang Hu
@@ Property / author: Ming Shang Hu / rank @@
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+Ming Shang Hu
@@ Property / author: Ming Shang Hu / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G07
@@ Property / Mathematics Subject Classification ID: 60G07 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H05
@@ Property / Mathematics Subject Classification ID: 60H05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H30
@@ Property / Mathematics Subject Classification ID: 60H30 / rank @@
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@@ Property / zbMATH DE Number @@
+6586497
@@ Property / zbMATH DE Number: 6586497 / rank @@
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@@ Property / zbMATH Keywords @@
+quasi-continuous random variables
@@ Property / zbMATH Keywords: quasi-continuous random variables / rank @@
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@@ Property / zbMATH Keywords @@
+\(G\)-expectation
@@ Property / zbMATH Keywords: \(G\)-expectation / rank @@
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@@ Property / zbMATH Keywords @@
+\(G\)-integrable processes
@@ Property / zbMATH Keywords: \(G\)-integrable processes / rank @@
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@@ Property / zbMATH Keywords @@
+\(G\)-Brownian motion
@@ Property / zbMATH Keywords: \(G\)-Brownian motion / rank @@
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@@ Property / zbMATH Keywords @@
+\(G\)-stochastic analysis
@@ Property / zbMATH Keywords: \(G\)-stochastic analysis / rank @@
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@@ Property / zbMATH Keywords @@
+Krylov's estimates
@@ Property / zbMATH Keywords: Krylov's estimates / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W2291247895
@@ Property / OpenAlex ID: W2291247895 / rank @@
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@@ Property / arXiv ID @@
+.3207
@@ Property / arXiv ID: 1410.3207 / rank @@
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@@ Property / cites work @@
+Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
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@@ Property / cites work @@
+Backward stochastic differential equations driven by \(G\)-Brownian motion
+Normal rank
@@ Property / cites work @@
+Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion
+Normal rank
@@ Property / cites work @@
+A stochastic recursive optimal control problem under the G-expectation framework
+Normal rank
@@ Property / cites work @@
+On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion
+Normal rank
@@ Property / cites work @@
+Q3910361
@@ Property / cites work: Q3910361 / rank @@
+Normal rank
@@ Property / cites work @@
+ON ESTIMATES OF THE MAXIMUM OF A SOLUTION OF A PARABOLIC EQUATION AND ESTIMATES OF THE DISTRIBUTION OF A SEMIMARTINGALE
+Normal rank
@@ Property / cites work @@
+Stopping times and related Itô's calculus with \(G\)-Brownian motion
+Normal rank
@@ Property / cites work @@
+On the marginal laws of one-dimensional stochastic integrals with uniformly elliptic integrand
+Normal rank
@@ Property / cites work @@
+Filtration consistent nonlinear expectations and evaluations of contingent claims
+Normal rank
@@ Property / cites work @@
+Nonlinear expectations and nonlinear Markov chains
+Normal rank
@@ 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 @@
+Some properties on \(G\)-evaluation and its applications to \(G\)-martingale decomposition
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@@ Property / cites work @@
+Uniqueness of the representation for \(G\)-martingales with finite variation
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@@ links / mardi / name / links / mardi / name @@
+Publication:288838