Pages that link to "Item:Q1943328"
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The following pages link to Characterizations of processes with stationary and independent increments under \(G\)-expectation (Q1943328):
Displaying 5 items.
- Martingale representation theorem for the \(G\)-expectation (Q550131) (← links)
- \(G\)-expectation weighted Sobolev spaces, backward SDE and path dependent PDE (Q904206) (← links)
- Properties of \(G\)-martingales with finite variation and the application to \(G\)-Sobolev spaces (Q2000140) (← links)
- Term structure modeling under volatility uncertainty (Q2120604) (← links)
- Lévy's martingale characterization and reflection principle of \(G\)-Brownian motion (Q2325965) (← links)
