Pages that link to "Item:Q2434501"
From MaRDI portal
The following pages link to Backward stochastic differential equations driven by \(G\)-Brownian motion (Q2434501):
Displayed 30 items.
- A law of large numbers under the nonlinear expectation (Q277070) (← links)
- Viscosity solutions of fully nonlinear parabolic path dependent PDEs. I. (Q282508) (← links)
- Quasi-continuous random variables and processes under the \(G\)-expectation framework (Q288838) (← links)
- Numerical simulations for \(G\)-Brownian motion (Q335585) (← links)
- Dynamic programming principle for stochastic recursive optimal control problem driven by a \(G\)-Brownian motion (Q347470) (← 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)
- A stochastic recursive optimal control problem under the G-expectation framework (Q486239) (← links)
- Maximum principle for forward-backward stochastic control system under \(G\)-expectation and relation to dynamic programming (Q898994) (← links)
- \(G\)-expectation weighted Sobolev spaces, backward SDE and path dependent PDE (Q904206) (← links)
- Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation (Q1615909) (← links)
- Supermartingale decomposition theorem under \(G\)-expectation (Q1663870) (← links)
- Backward nonlinear expectation equations (Q1702883) (← links)
- Reflected solutions of backward stochastic differential equations driven by \(G\)-Brownian motion (Q1705559) (← links)
- An upper bound of large deviations for capacities (Q1718577) (← links)
- Stochastic dominance under the nonlinear expected utilities (Q1719011) (← links)
- The quasi-sure limit of convex combinations of nonnegative measurable functions (Q1733839) (← links)
- Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
- Recursive utility maximization for terminal wealth under partial information (Q1792900) (← links)
- BSDEs with mean reflection driven by \(G\)-Brownian motion (Q1799804) (← links)
- Representation theorem for generators of BSDEs driven by \(G\)-Brownian motion and its applications (Q2015381) (← links)
- Jensen's inequality for backward SDEs driven by \(G\)-Brownian motion (Q2346319) (← links)
- Stochastic calculus with respect to \(G\)-Brownian motion viewed through rough paths (Q2360844) (← links)
- Stochastic Maximum Principle for Stochastic Recursive Optimal Control Problem Under Volatility Ambiguity (Q2799360) (← links)
- A new existence result for second-order BSDEs with quadratic growth and their applications (Q2803415) (← links)
- Stochastic optimal control problem with infinite horizon driven by <i>G</i>-Brownian motion (Q4554119) (← links)
- Ergodic BSDEs driven by G-Brownian motion and applications (Q4561046) (← links)
- On Monotonicity and Order-Preservation for Multidimensional<i>G</i>-Diffusion Processes (Q4981995) (← links)
- Multi-valued backward stochastic differential equations driven by<i>G</i>-Brownian motion and its applications (Q5348413) (← links)
- Asymptotic estimates for the solution of stochastic differential equations driven By G-Brownian motion (Q5375928) (← links)