Generalized Feynman-Kac formula under volatility uncertainty (Q6184921): Difference between revisions

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+On the existence and uniqueness of solutions to stochastic differential equations driven by \(G\)-Brownian motion with integral-Lipschitz coefficients
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+Reduced-form setting under model uncertainty with non-linear affine intensities
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+User’s guide to viscosity solutions of second order partial differential equations
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+Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
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+Affine processes under parameter uncertainty
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+Term-structure models. A graduate course
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+Term structure modeling under volatility uncertainty
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+Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion
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+Convergences of random variables under sublinear expectations
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+An Introduction To Viscosity Solutions for Fully Nonlinear PDE with Applications to Calculus of Variations in L∞
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+Q3755824
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+Some properties of stochastic differential equations driven by the \(G\)-Brownian motion
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+Exit times for semimartingales under nonlinear expectation
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+Nonlinear Expectations and Stochastic Calculus under Uncertainty
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+Martingale representation theorem for the \(G\)-expectation
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