Pages that link to "Item:Q550131"
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The following pages link to Martingale representation theorem for the \(G\)-expectation (Q550131):
Displaying 50 items.
- Efficient hedging under ambiguity in continuous time (Q2223112) (← links)
- Exit times for semimartingales under nonlinear expectation (Q2229688) (← links)
- A decomposition of general premium principles into risk and deviation (Q2234760) (← links)
- BSDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients (Q2235973) (← links)
- On nonlinear expectations and Markov chains under model uncertainty (Q2237129) (← links)
- Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs (Q2238887) (← links)
- Superreplication under model uncertainty in discrete time (Q2255006) (← links)
- Financial asset price bubbles under model uncertainty (Q2296108) (← links)
- Optimal control with delayed information flow of systems driven by \(G\)-Brownian motion (Q2296119) (← links)
- Stochastic differential equations for eigenvalues and eigenvectors of a \(G\)-Wishart process with drift (Q2307640) (← links)
- Retracted: Sublinear expectation nonlinear regression for the financial risk measurement and management (Q2312223) (← links)
- Reduced-form framework under model uncertainty (Q2330468) (← links)
- Arbitrage and duality in nondominated discrete-time models (Q2341632) (← links)
- Minimal supersolutions of BSDEs under volatility uncertainty (Q2347450) (← links)
- Equilibrium prices and trade under ambiguous volatility (Q2403447) (← links)
- Probabilistic interpretation for solutions of fully nonlinear stochastic pdes (Q2416550) (← links)
- Robust mean-variance hedging via \(G\)-expectation (Q2419972) (← links)
- Backward stochastic differential equations driven by \(G\)-Brownian motion (Q2434501) (← links)
- Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion (Q2434760) (← links)
- Stochastic maximum principle for optimal control with multiple priors (Q2440025) (← links)
- Ambiguous volatility, possibility and utility in continuous time (Q2441233) (← links)
- Second order backward stochastic differential equations with quadratic growth (Q2447731) (← links)
- Zero-sum path-dependent stochastic differential games in weak formulation (Q2657913) (← links)
- Stochastic maximum principle for optimal control problem under G-expectation utility (Q2671497) (← links)
- Extended conditional \(G\)-expectations and related stopping times (Q2671652) (← links)
- Reduced-form framework for multiple ordered default times under model uncertainty (Q2680389) (← links)
- UTILITY MAXIMIZATION UNDER MODEL UNCERTAINTY IN DISCRETE TIME (Q2799995) (← links)
- Stochastic Target Games and Dynamic Programming via Regularized Viscosity Solutions (Q2800366) (← links)
- A new existence result for second-order BSDEs with quadratic growth and their applications (Q2803415) (← links)
- A complete representation theorem for <i>G</i>-martingales (Q2812014) (← links)
- A Weighted Central Limit Theorem Under Sublinear Expectations (Q2815385) (← links)
- Cubature Methods and Applications (Q2847839) (← links)
- Stochastic optimal control problem with infinite horizon driven by <i>G</i>-Brownian motion (Q4554119) (← links)
- On relaxed stochastic optimal control for stochastic differential equations driven by G-Brownian motion (Q4603443) (← links)
- The modulus of continuity theorem for <font><i>G</i></font>-Brownian motion (Q4976236) (← links)
- Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems (Q5013561) (← links)
- Asymptotic moment estimation for stochastic Lotka–Volterra model driven by <i>G</i>-Brownian motion (Q5086700) (← links)
- Existence of relaxed optimal control for $G$-neutral stochastic functional differential equations with uncontrolled diffusion (Q5088667) (← links)
- Pointwise Arbitrage Pricing Theory in Discrete Time (Q5108229) (← links)
- Non-linear expectations in spaces of Colombeau generalized functions (Q5378405) (← links)
- The application of multi-dimensional Jensen’s inequality for <i>G</i>-martingale (Q5379270) (← links)
- Martingale representation theorem for G-Brownian motion (Q5742382) (← links)
- Model Uncertainty: A Reverse Approach (Q5868802) (← links)
- Existence of relaxed stochastic optimal control for <i>G</i>-SDEs with controlled jumps (Q5876580) (← links)
- Discrete‐time approximation for stochastic optimal control problems under the <i>G</i>‐expectation framework (Q6053701) (← links)
- An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix (Q6072101) (← links)
- Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problem under volatility uncertainty (Q6081020) (← links)
- Quadratic BSDEs with mean reflection driven by G-brownian motion (Q6090805) (← links)
- Non-linear affine processes with jumps (Q6090956) (← links)
- Forward-backward stochastic differential equations driven by \(G\)-Brownian motion under weakly coupling condition (Q6097700) (← links)
