The following pages link to (Q5436616):
Displaying 50 items.
- Strong laws of large numbers for sublinear expectation under controlled 1st moment condition (Q1624195) (← links)
- Stabilization of stochastic differential equations driven by \(G\)-Brownian motion with feedback control based on discrete-time state observation (Q1626873) (← links)
- \(p\)-moment stability of solutions to stochastic differential equations driven by \(G\)-Brownian motion (Q1644058) (← links)
- Stability of delayed Hopfield neural networks under a sublinear expectation framework (Q1644282) (← links)
- Asymptotical boundedness for stochastic coupled systems on networks driven by \(G\)-Brownian motion (Q1645129) (← links)
- Robust valuation, arbitrage ambiguity and profit \& loss analysis (Q1655920) (← links)
- Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach (Q1661565) (← links)
- Supermartingale decomposition theorem under \(G\)-expectation (Q1663870) (← links)
- Strict comparison theorems under sublinear expectations (Q1674893) (← links)
- Backward nonlinear expectation equations (Q1702883) (← links)
- Reflected solutions of backward stochastic differential equations driven by \(G\)-Brownian motion (Q1705559) (← links)
- A risk-neutral equilibrium leading to uncertain volatility pricing (Q1709602) (← links)
- Existence and stability of solutions to non-linear neutral stochastic functional differential equations in the framework of G-Brownian motion (Q1710114) (← links)
- Exponential stability of \(\theta\)-method for stochastic differential equations in the \(G\)-framework (Q1713167) (← links)
- Convergences of random variables under sublinear expectations (Q1713510) (← links)
- Rosenthal's inequalities for asymptotically almost negatively associated random variables under upper expectations (Q1713518) (← links)
- An upper bound of large deviations for capacities (Q1718577) (← links)
- The pricing of Asian options in uncertain volatility model (Q1719127) (← links)
- Boundedness theorems for non-autonomous stochastic delay differential systems driven by \(G\)-Brownian motion (Q1726637) (← links)
- Mean-square stability of delayed stochastic neural networks with impulsive effects driven by \(G\)-Brownian motion (Q1726731) (← links)
- The quasi-sure limit of convex combinations of nonnegative measurable functions (Q1733839) (← links)
- Three series theorem for independent random variables under sub-linear expectations with applications (Q1734914) (← links)
- Martingale problem under nonlinear expectations (Q1744199) (← links)
- Itô's calculus under sublinear expectations via regularity of PDEs and rough paths (Q1747795) (← links)
- Exponential stability of SDEs driven by \(G\)-Brownian motion with delayed impulsive effects: average impulsive interval approach (Q1756827) (← links)
- The risk transfer of non-tradable risks under model uncertainty (Q1757937) (← links)
- Kolmogorov-type and general extension results for nonlinear expectations (Q1790167) (← links)
- BSDEs with mean reflection driven by \(G\)-Brownian motion (Q1799804) (← links)
- The support of the solution for stochastic differential equations driven by \(G\)-Brownian motion (Q1941305) (← links)
- Characterizations of processes with stationary and independent increments under \(G\)-expectation (Q1943328) (← links)
- Some properties of stochastic differential equations driven by the \(G\)-Brownian motion (Q1949660) (← links)
- Differentiability of stochastic differential equations driven by the \(G\)-Brownian motion (Q1955508) (← links)
- The convergence of the sums of independent random variables under the sub-linear expectations (Q1987563) (← links)
- Convergence and asymptotical stability of numerical solutions for neutral stochastic delay differential equations driven by \(G\)-Brownian motion (Q1993418) (← links)
- Reflected quadratic BSDEs driven by \(G\)-Brownian motions (Q1997195) (← links)
- Properties of \(G\)-martingales with finite variation and the application to \(G\)-Sobolev spaces (Q2000140) (← links)
- Stochastic differential equations with perturbations driven by \(G\)-Brownian motion (Q2006830) (← links)
- Stability analysis of stochastic pantograph multi-group models with dispersal driven by \(G\)-Brownian motion (Q2009387) (← links)
- Some inequalities and limit theorems under sublinear expectations (Q2013044) (← links)
- A note on the exponential \(G\)-martingale (Q2015263) (← links)
- Representation theorem for generators of BSDEs driven by \(G\)-Brownian motion and its applications (Q2015381) (← links)
- Stochastic optimization theory of backward stochastic differential equations driven by G-Brownian motion (Q2015746) (← links)
- Computation of optimal transport and related hedging problems via penalization and neural networks (Q2020305) (← links)
- Harnack inequality and applications for SDEs driven by \(G\)-Brownian motion (Q2023734) (← links)
- The law of logarithm for arrays of random variables under sub-linear expectations (Q2023739) (← links)
- A worst-case risk measure by G-VaR (Q2025187) (← links)
- Stabilization of stochastic differential equations driven by G-Lévy process with discrete-time feedback control (Q2028969) (← links)
- An efficient numerical method for forward-backward stochastic differential equations driven by \(G\)-Brownian motion (Q2029145) (← links)
- Asymptotic optimality of the generalized \(c\mu\) rule under model uncertainty (Q2029786) (← links)
- Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous generators (Q2031004) (← links)
