Supermartingale decomposition theorem under \(G\)-expectation (Q1663870): Difference between revisions

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+On the theory of option pricing
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+Continuous properties of \(g\)-martingales
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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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+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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+A decomposition theorem for supermartingales
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+Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
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+A complete representation theorem for <i>G</i>-martingales
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+Some norm estimates for semimartingales
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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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+W2591938671
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