Pages that link to "Item:Q1971382"
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The following pages link to A general downcrossing inequality for \(g\)-martingales (Q1971382):
Displayed 20 items.
- Acceptability indexes via \(g\)-expectations: an application to liquidity risk (Q367373) (← links)
- Second order reflected backward stochastic differential equations (Q389069) (← links)
- Second-order BSDEs with general reflection and game options under uncertainty (Q402477) (← links)
- Representation of the penalty term of dynamic concave utilities (Q650761) (← links)
- Filtration consistent nonlinear expectations and evaluations of contingent claims (Q705074) (← links)
- Maximal inequalities for \(g\)-martingales (Q1017811) (← links)
- Lenglart domination inequalities for \(g\)-expectations (Q1036610) (← links)
- Jensen's inequality for \(g\)-expectation. I (Q1420171) (← links)
- Optimal stopping under ambiguity in continuous time (Q1938957) (← links)
- Dual formulation of second order target problems (Q1948690) (← links)
- Stochastic ordering by \(g\)-expectations (Q2038280) (← links)
- A central limit theorem for sets of probability measures (Q2169078) (← links)
- Retracted: Sublinear expectation nonlinear regression for the financial risk measurement and management (Q2312223) (← links)
- BSDEs with weak terminal condition (Q2338910) (← links)
- Probabilistic interpretation for solutions of fully nonlinear stochastic pdes (Q2416550) (← links)
- Risk measures via \(g\)-expectations (Q2507604) (← links)
- Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation (Q2518615) (← links)
- (Q4988574) (← links)
- Existence of relaxed stochastic optimal control for <i>G</i>-SDEs with controlled jumps (Q5876580) (← links)
- Dynamic programming approach to reflected backward stochastic differential equations (Q6177510) (← links)