Pages that link to "Item:Q2434760"

The following pages link to Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion (Q2434760):

Displaying 27 items.

• Path independence of additive functionals for stochastic differential equations under \(G\)-framework (Q2420753) (← links)
• Backward stochastic differential equations driven by \(G\)-Brownian motion (Q2434501) (← links)
• Solutions of BSDEs with a kind of non-Lipschitz coefficients driven by \(G\)-Brownian motion (Q2658004) (← links)
• Backward stochastic differential equations driven by \(G\)-Brownian motion with double reflections (Q2664540) (← links)
• Extended conditional \(G\)-expectations and related stopping times (Q2671652) (← links)
• Robust retirement and life insurance with inflation risk and model ambiguity (Q2700072) (← links)
• Stochastic Maximum Principle for Stochastic Recursive Optimal Control Problem Under Volatility Ambiguity (Q2799360) (← links)
• Stochastic optimal control problem with infinite horizon driven by <i>G</i>-Brownian motion (Q4554119) (← links)
• Ergodic BSDEs driven by G-Brownian motion and applications (Q4561046) (← links)
• On Monotonicity and Order-Preservation for Multidimensional<i>G</i>-Diffusion Processes (Q4981995) (← links)
• Improved Results on Stabilization of $G$-SDEs by Feedback Control Based on Discrete-Time Observations (Q4992019) (← links)
• Multi-dimensional BSDEs driven by <i>G</i>-Brownian motion and related system of fully nonlinear PDEs (Q5086509) (← links)
• Robust Consumption-Investment with Return Ambiguity: A Dual Approach with Volatility Ambiguity (Q5097217) (← links)
• Multi-valued backward stochastic differential equations driven by<i>G</i>-Brownian motion and its applications (Q5348413) (← links)
• Stability analysis of impulsive stochastic Cohen–Grossberg neural networks driven by <i>G</i>-Brownian motion (Q5375893) (← links)
• Non-linear expectations in spaces of Colombeau generalized functions (Q5378405) (← links)
• Reflected stochastic differential equations driven by G-Brownian motion in non-convex domains (Q5384790) (← links)
• Dynamic programming principle and Hamilton-Jacobi-Bellman equation under nonlinear expectation (Q5864584) (← links)
• Mean-field backward stochastic differential equations driven by <i>G</i>-Brownian motion with uniformly continuous coefficients (Q5867300) (← 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)
• Forward-backward stochastic differential equations driven by \(G\)-Brownian motion under weakly coupling condition (Q6097700) (← links)
• Robust Retirement with Return Ambiguity: Optimal \(\boldsymbol{G}\)-Stopping Time in Dual Space (Q6101528) (← links)
• Mean-field stochastic differential equations driven by \(G\)-Brownian motion (Q6107307) (← links)
• \(G\)-stochastic maximum principle for risk-sensitive control problem and its applications (Q6149347) (← links)
• Generalized Feynman-Kac formula under volatility uncertainty (Q6184921) (← links)
• Multi-dimensional mean-reflected BSDEs driven by \(G\)-Brownian motion with time-varying non-Lipschitz coefficients (Q6192583) (← links)