Quasi-continuous random variables and processes under the \(G\)-expectation framework (Q288838): Difference between revisions

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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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+A stochastic recursive optimal control problem under the G-expectation framework
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+On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion
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+Q3910361
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+ON ESTIMATES OF THE MAXIMUM OF A SOLUTION OF A PARABOLIC EQUATION AND ESTIMATES OF THE DISTRIBUTION OF A SEMIMARTINGALE
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+Stopping times and related Itô's calculus with \(G\)-Brownian motion
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+On the marginal laws of one-dimensional stochastic integrals with uniformly elliptic integrand
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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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+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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