Jensen's inequality for backward SDEs driven by \(G\)-Brownian motion (Q2346319): Difference between revisions

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+W1964736963
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+.3039
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+A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
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+Jensen's inequality for \(g\)-expectation. I
@@ Property / cites work: Jensen's inequality for \(g\)-expectation. I / rank @@
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+A note on Jensen's inequality for BSDEs
@@ Property / cites work: A note on Jensen's inequality for BSDEs / rank @@
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+Necessary and sufficient conditions for the validity of Jensen's inequality
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+Representation theorem for generators of BSDEs driven by \(G\)-Brownian motion and its applications
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+On Jensen's inequality for \(g\)-expectation and for nonlinear expectation
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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 Jensen's inequality and Hölder's inequality for \(g\)-expectation
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+Jensen's inequality for \(g\)-convex function under \(g\)-expectation
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+Jensen's inequality for backward stochastic differential equations
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+On Jensen's inequality for \(g\)-expectation
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+Filtration consistent nonlinear expectations and evaluations of contingent claims
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+Nonlinear expectations and nonlinear Markov chains
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+Q5436616
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+Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
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+Q3096569
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+\(G\)-expectation weighted Sobolev spaces, backward SDE and path dependent PDE
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+Wellposedness of second order backward SDEs
@@ Property / cites work: Wellposedness of second order backward SDEs / rank @@
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