Martingale problem under nonlinear expectations (Q1744199): Difference between revisions

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+Dynamic Risk Measures
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+Coherent Measures of Risk
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+Backward stochastic differential equations and integral-partial differential equations
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+One Dimensional Stochastic Differential Equations with No Strong Solution
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+Dynamic risk measures: Time consistency and risk measures from BMO martingales
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+Representation of the penalty term of dynamic concave utilities
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+Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
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+Ambiguous volatility, possibility and utility in continuous time
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+Q5711199
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+Convex measures of risk and trading constraints
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+DYNAMIC INDIFFERENCE VALUATION VIA CONVEX RISK MEASURES
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+Stopping times and related Itô's calculus with \(G\)-Brownian motion
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+On a non-linear semi-group attached to stochastic optimal control
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+Random \(G\)-expectations
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+Girsanov's formula for \(G\)-Brownian motion
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+Nonlinear expectations and nonlinear Markov chains
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+Continuous-time stochastic control and optimization with financial applications
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+Risk measures via \(g\)-expectations
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+Martingale representation theorem for the \(G\)-expectation
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+Quasi-sure stochastic analysis through aggregation
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+Wellposedness of second order backward SDEs
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+An Example of a Stochastic Differential Equation Having No Strong Solution
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+A Girsanov Type Theorem Under G-Framework
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+Martingale property and capacity under \(G\)-framework
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+Q4255599
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