Pages that link to "Item:Q1001847"

The following pages link to Martingale characterization of \(G\)-Brownian motion (Q1001847):

Displaying 35 items.

• A law of large numbers under the nonlinear expectation (Q277070) (← links)
• Numerical simulations for \(G\)-Brownian motion (Q335585) (← links)
• How big are the increments of \(G\)-Brownian motion? (Q477151) (← links)
• On the existence and uniqueness of solutions to stochastic differential equations driven by \(G\)-Brownian motion with integral-Lipschitz coefficients (Q477470) (← links)
• Functional solution about stochastic differential equation driven by \(G\)-Brownian motion (Q480048) (← links)
• Martingale representation theorem for the \(G\)-expectation (Q550131) (← links)
• Stopping times and related Itô's calculus with \(G\)-Brownian motion (Q550162) (← links)
• A general central limit theorem under sublinear expectations (Q625805) (← links)
• Kunita-Watanabe inequalities and Tanaka formula for multi-dimensional G-Brownian motion (Q628946) (← links)
• A note on the stochastic differential equations driven by \(G\)-Brownian motion (Q633052) (← links)
• A note on \(p\)th moment estimates for stochastic functional differential equations in the framework of G-Brownian motion (Q724921) (← links)
• Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion (Q734638) (← links)
• Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations (Q1042988) (← links)
• \(p\)-moment stability of solutions to stochastic differential equations driven by \(G\)-Brownian motion (Q1644058) (← links)
• Existence of solutions for G-SFDEs with Cauchy-Maruyama approximation scheme (Q1725036) (← 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)
• Stochastic optimization theory of backward stochastic differential equations driven by G-Brownian motion (Q2015746) (← links)
• Lindeberg's central limit theorems for martingale like sequences under sub-linear expectations (Q2037543) (← links)
• Local time and Tanaka formula of \(G\)-martingales (Q2181563) (← links)
• The cocycle property of stochastic differential equations driven by \(G\)-Brownian motion (Q2261968) (← links)
• \(G\)-neutral stochastic differential equations with variable delay and non-Lipschitz coefficients (Q2301355) (← links)
• Retracted: Sublinear expectation nonlinear regression for the financial risk measurement and management (Q2312223) (← links)
• Lévy's martingale characterization and reflection principle of \(G\)-Brownian motion (Q2325965) (← links)
• Local Lipschitz-\(\alpha\) mappings and applications to sublinear expectations (Q2453844) (← links)
• A complete representation theorem for <i>G</i>-martingales (Q2812014) (← links)
• Square-mean pseudo almost automorphic mild solutions for stochastic evolution equations driven by<i>G</i>-Brownian motion (Q2814786) (← links)
• A Weighted Central Limit Theorem Under Sublinear Expectations (Q2815385) (← links)
• Stochastic functional differential equations with infinite delay driven by <i>G</i> -Brownian motion (Q2847213) (← links)
• Approximation Theorem for Stochastic Differential Equations Driven by G-Brownian Motion (Q2909976) (← links)
• A Girsanov Type Theorem Under G-Framework (Q3005153) (← links)
• Stability of square-mean almost automorphic mild solutions to impulsive stochastic differential equations driven by <i>G</i>-Brownian motion (Q3386603) (← links)
• Almost Periodic Solutions for Stochastic Differential Equations Driven By G-Brownian Motion (Q3462371) (← links)
• A deviation inequality for increment of a \(G\)-Brownian motion under \(G\)-expectation and applications (Q6110094) (← links)
• G-Gaussian processes under sublinear expectations and \(q \)-Brownian motion in quantum mechanics (Q6164095) (← links)