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.
- Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
- Itô's calculus under sublinear expectations via regularity of PDEs and rough paths (Q1747795) (← links)
- Kolmogorov-type and general extension results for nonlinear expectations (Q1790167) (← 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)
- Dual formulation of second order target problems (Q1948690) (← 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)
- Forward-backward stochastic differential equations driven by \(G\)-Brownian motion (Q2008895) (← links)
- Stochastic optimization theory of backward stochastic differential equations driven by G-Brownian motion (Q2015746) (← 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)
- Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous generators (Q2031004) (← links)
- Exponential stability of solutions to stochastic differential equations driven by \(G\)-Lévy process (Q2040998) (← links)
- An averaging principle for nonlinear parabolic PDEs via FBSDEs driven by \(G\)-Brownian motion (Q2069922) (← links)
- Infinite horizon BSDEs under consistent nonlinear expectations (Q2071438) (← links)
- Quadratic \(G\)-BSDEs with convex generators and unbounded terminal conditions (Q2080287) (← links)
- Reflected forward-backward stochastic differential equations driven by \(G\)-Brownian motion with continuous monotone coefficients (Q2085993) (← links)
- Local time and Tanaka formula of \(G\)-martingales (Q2181563) (← links)
- BSDEs driven by \(G\)-Brownian motion with time-varying Lipschitz condition (Q2207639) (← links)
- 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)
