A complete representation theorem for <i>G</i>-martingales (Q2812014): Difference between revisions

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+Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs
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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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+Weak approximation of \(G\)-expectations
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+A probabilistic numerical method for fully nonlinear parabolic PDEs
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+Superhedging and Dynamic Risk Measures under Volatility Uncertainty
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+Constructing sublinear expectations on path space
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+Filtration consistent nonlinear expectations and evaluations of contingent claims
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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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+Dual formulation of second order target problems
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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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+Martingale characterization of \(G\)-Brownian motion
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