Martingale inequalities under \(G\)-expectation and their applications (Q2154847): Difference between revisions

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+https://doi.org/10.1007/s10473-021-0201-6
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+Q4114551
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+Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
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+Backward stochastic differential equations driven by \(G\)-Brownian motion
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+Extended conditional \(G\)-expectations and related stopping times
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+Q4002114
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+Supermartingale decomposition theorem under \(G\)-expectation
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+Q5436616
@@ Property / cites work: Q5436616 / rank @@
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+Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-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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