The modulus of continuity theorem for G-Brownian motion (Q4976236): Difference between revisions

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+Coherent Measures of Risk
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+Theory of capacities
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+Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
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+Convex measures of risk and trading constraints
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+Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion
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+Large deviations for stochastic differential equations driven by \(G\)-Brownian motion
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+On Cramér's theorem for capacities
@@ Property / cites work: On Cramér's theorem for capacities / rank @@
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+Moment bounds for IID sequences under sublinear expectations
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+Central limit theorem for capacities
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+A general central limit theorem under sublinear expectations
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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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+Martingale representation theorem for the \(G\)-expectation
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+Some properties on \(G\)-evaluation and its applications to \(G\)-martingale decomposition
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+Properties of hitting times for \(G\)-martingales and their applications
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@@ Property / cites work @@
+Martingale characterization of \(G\)-Brownian motion
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@@ links / mardi / name / links / mardi / name @@
+Publication:4976236

The modulus of continuity theorem for <font><i>G</i></font>-Brownian motion (Q4976236): Difference between revisions

Latest revision as of 04:15, 14 July 2024

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Mathematics(1 entry)