Pages that link to "Item:Q550131"

The following pages link to Martingale representation theorem for the \(G\)-expectation (Q550131):

Displaying 26 items.

• 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)
• Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents (Q6104000) (← links)
• \(G\)-stochastic maximum principle for risk-sensitive control problem and its applications (Q6149347) (← links)
• G-Gaussian processes under sublinear expectations and \(q \)-Brownian motion in quantum mechanics (Q6164095) (← links)
• First-Order Pontryagin Maximum Principle for Risk-Averse Stochastic Optimal Control Problems (Q6173808) (← 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)