Existence of solution for stochastic differential equations driven by \(G\)-Lévy process with discontinuous coefficients (Q1726216): Difference between revisions

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+Filtration consistent nonlinear expectations and evaluations of contingent claims
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+\(G\)-Lévy processes under sublinear expectations
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+On representation theorem of sublinear expectation related to \(G\)-Lévy process and paths of \(G\)-Lévy process
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+Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
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+Martingale representation theorem for the \(G\)-expectation
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+Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
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+Stopping times and related Itô's calculus with \(G\)-Brownian motion
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+On fixed points of multifunctions in ordered spaces
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