\( G\)-expectation approach to stochastic ordering (Q2085830): Difference between revisions

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+Convex ordering for random vectors using predictable representation
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+Comparison of semimartingales and Lévy processes
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+Robust mean-variance hedging via \(G\)-expectation
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+Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion
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+Backward stochastic differential equations driven by \(G\)-Brownian motion
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+A stochastic recursive optimal control problem under the G-expectation framework
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+Stochastic ordering by \(g\)-expectations
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+Theory and Statistical Applications of Stochastic Processes
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+Financial markets with volatility uncertainty
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+Stability theorems for stochastic differential equations driven by G-Brownian motion
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+Backward Stochastic Differential Equations
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