Pages that link to "Item:Q1291953"
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The following pages link to Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type (Q1291953):
Displayed 50 items.
- On the representation for dynamically consistent nonlinear evaluations: uniformly continuous case (Q1745261) (← links)
- Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
- BSDEs with two reflecting barriers: the general result (Q1779993) (← links)
- Choquet expectation and Peng's \(g\)-expectation (Q1781180) (← links)
- A comonotonic theorem for backward stochastic differential equations in \(L^p\) and its applications (Q1933292) (← links)
- Optimal stopping under ambiguity in continuous time (Q1938957) (← links)
- Dual formulation of second order target problems (Q1948690) (← links)
- A general downcrossing inequality for \(g\)-martingales (Q1971382) (← links)
- Asymptotic approach for backward stochastic differential equation with singular terminal condition (Q1994916) (← links)
- Strong-viscosity solutions: classical and path-dependent PDEs (Q2002602) (← links)
- The law of logarithm for arrays of random variables under sub-linear expectations (Q2023739) (← links)
- Obliquely reflected backward stochastic differential equations (Q2028961) (← links)
- Discretization and machine learning approximation of BSDEs with a constraint on the gains-process (Q2031302) (← links)
- Lindeberg's central limit theorems for martingale like sequences under sub-linear expectations (Q2037543) (← links)
- Complete convergence for END random variables under sublinear expectations (Q2039171) (← links)
- Optimal multiple stopping problems under \(g\)-expectation (Q2128626) (← links)
- Strong limit theorems for extended independent random variables and extended negatively dependent random variables under sub-linear expectations (Q2156730) (← links)
- Dynkin game under \(g\)-expectation in continuous time (Q2189342) (← links)
- On a class of reflected backward stochastic Volterra integral equations and related time-inconsistent optimal stopping problems (Q2242924) (← links)
- Central limit theorem for linear processes generated by IID random variables under the sub-linear expectation (Q2244350) (← links)
- Monotonic limit theorem for BSDEs with regulated trajectories (Q2244479) (← links)
- A general comparison theorem for reflected BSDEs (Q2244498) (← links)
- Anticipated backward stochastic differential equations (Q2270604) (← links)
- BSDE representation and randomized dynamic programming principle for stochastic control problems of infinite-dimensional jump-diffusions (Q2274200) (← links)
- \(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions (Q2274207) (← links)
- Another form of Chover's law of the iterated logarithm under sub-linear expectations (Q2293121) (← links)
- A balance sheet optimal multi-modes switching problem (Q2307822) (← links)
- Retracted: Sublinear expectation nonlinear regression for the financial risk measurement and management (Q2312223) (← links)
- \(\mathbb{L}^2\)-solutions for reflected BSDEs with jumps under monotonicity and general growth conditions: a penalization method (Q2321007) (← links)
- Complete convergence for arrays of rowwise END random variables and its statistical applications under sub-linear expectations (Q2325318) (← links)
- A probabilistic characterization of g-harmonic functions (Q2335198) (← links)
- BSDEs with weak terminal condition (Q2338910) (← links)
- Semi-Dirichlet forms, Feynman-Kac functionals and the Cauchy problem for semilinear parabolic equations (Q2338945) (← links)
- Continuous dependence property of BSDE with constraints (Q2344469) (← links)
- Strong law of large numbers for upper set-valued and fuzzy-set valued probability (Q2356555) (← links)
- Reflected backward stochastic differential equation with jumps and RCLL obstacle (Q2378594) (← links)
- Jensen's inequality for \(g\)-convex function under \(g\)-expectation (Q2380767) (← links)
- Existence, uniqueness and approximation for \(L^p\) solutions of reflected BSDEs with generators of one-sided Osgood type (Q2403995) (← links)
- On Jensen's inequality, Hölder's inequality, and Minkowski's inequality for dynamically consistent nonlinear evaluations (Q2405780) (← links)
- On the asymptotic approximation of inverse moment under sub-linear expectations (Q2413992) (← links)
- Probabilistic interpretation for solutions of fully nonlinear stochastic pdes (Q2416550) (← links)
- Reflected BSDEs with regulated trajectories (Q2419968) (← links)
- A comparison theorem and uniqueness theorem of backward doubly stochastic differential equations (Q2431046) (← links)
- Minimal supersolutions of convex BSDEs (Q2434909) (← links)
- On viscosity solutions of path dependent PDEs (Q2438749) (← links)
- Some properties of \(g\)-convex functions (Q2441132) (← links)
- Minimal supersolutions of BSDEs with lower semicontinuous generators (Q2451110) (← links)
- Convexity, translation invariance and subadditivity for \(g\)-expectations and related risk measures (Q2476405) (← links)
- A comonotonic theorem for BSDEs (Q2485815) (← links)
- Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation (Q2518615) (← links)