Pages that link to "Item:Q288838"

The following pages link to Quasi-continuous random variables and processes under the \(G\)-expectation framework (Q288838):

Displaying 37 items.

• Dynamic programming principle for stochastic recursive optimal control problem driven by a \(G\)-Brownian motion (Q347470) (← links)
• Central limit theorems for sub-linear expectation under the Lindeberg condition (Q824885) (← links)
• Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation (Q1615909) (← links)
• Sample path properties of \(G\)-Brownian motion (Q1659308) (← links)
• BSDEs with mean reflection driven by \(G\)-Brownian motion (Q1799804) (← links)
• Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous generators (Q2031004) (← links)
• Explicit positive solutions to \(G\)-heat equations and the application to \(G\)-capacities (Q2042678) (← links)
• Quadratic \(G\)-BSDEs with convex generators and unbounded terminal conditions (Q2080287) (← links)
• Reflected forward-backward stochastic differential equations driven by \(G\)-Brownian motion with continuous monotone coefficients (Q2085993) (← links)
• Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous coefficients in \((y, z)\) (Q2116484) (← links)
• Term structure modeling under volatility uncertainty (Q2120604) (← links)
• Local time and Tanaka formula of \(G\)-martingales (Q2181563) (← links)
• BSDEs driven by \(G\)-Brownian motion with time-varying Lipschitz condition (Q2207639) (← links)
• Reflected backward stochastic differential equation driven by \(G\)-Brownian motion with an upper obstacle (Q2229553) (← links)
• Exit times for semimartingales under nonlinear expectation (Q2229688) (← links)
• BSDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients (Q2235973) (← links)
• Lévy's martingale characterization and reflection principle of \(G\)-Brownian motion (Q2325965) (← links)
• Solutions of BSDEs with a kind of non-Lipschitz coefficients driven by \(G\)-Brownian motion (Q2658004) (← links)
• On stability of large-scale \(G\)-SDEs: a decomposition approach (Q2660327) (← links)
• Stochastic optimal control problem with infinite horizon driven by <i>G</i>-Brownian motion (Q4554119) (← links)
• Duality and General Equilibrium Theory Under Knightian Uncertainty (Q4635253) (← links)
• Multi-dimensional BSDEs driven by <i>G</i>-Brownian motion and related system of fully nonlinear PDEs (Q5086509) (← links)
• Rough path analysis for local time of <i>G</i>-Brownian motion (Q5106742) (← links)
• Quasi-sure exponential stability and stabilisation of stochastic delay differential equations under <i>G</i>-expectation framework (Q5165301) (← links)
• Reflected stochastic differential equations driven by G-Brownian motion in non-convex domains (Q5384790) (← links)
• Dynamic programming principle and Hamilton-Jacobi-Bellman equation under nonlinear expectation (Q5864584) (← links)
• Existence and exponential stability of almost pseudo automorphic solution for neutral stochastic evolution equations driven by G-Brownian motion (Q5864801) (← links)
• Mean-field backward stochastic differential equations driven by <i>G</i>-Brownian motion with uniformly continuous coefficients (Q5867300) (← links)
• Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problem under volatility uncertainty (Q6081020) (← links)
• On the capacity for degenerated \(G\)-Brownian motion and its application (Q6177639) (← links)
• Multi-dimensional mean-reflected BSDEs driven by \(G\)-Brownian motion with time-varying non-Lipschitz coefficients (Q6192583) (← links)
• Reflected BSDEs driven by \(G\)-Brownian motion with time-varying Lipschitz coefficients (Q6540658) (← links)
• \(G\)-forward performance process and representation of homothetic case via ergodic quadratic \(G\)-BSDE (Q6543813) (← links)
• Reflected backward stochastic differential equations driven by \(G\)-Brownian motion under monotonicity condition (Q6556252) (← links)
• Harnack inequalities for \(G\)-SDEs with multiplicative noise (Q6564804) (← links)
• BSDEs driven by \(G\)-Brownian motion under degenerate case and its application to the regularity of fully nonlinear PDEs (Q6567164) (← links)
• Multidimensional backward stochastic differential equation with generators under \(\beta\)-order Mao's condition driven by \(G\)-Brownian motion (Q6631984) (← links)