Pages that link to "Item:Q550131"
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The following pages link to Martingale representation theorem for the \(G\)-expectation (Q550131):
Displayed 15 items.
- Multiple \(G\)-Itō integral in \(G\)-expectation space (Q373435) (← links)
- On representation theorem of sublinear expectation related to \(G\)-Lévy process and paths of \(G\)-Lévy process (Q385081) (← links)
- Wellposedness of second order backward SDEs (Q438976) (← links)
- Some properties on \(G\)-evaluation and its applications to \(G\)-martingale decomposition (Q547363) (← links)
- Properties of hitting times for \(G\)-martingales and their applications (Q555022) (← links)
- Weak approximation of \(G\)-expectations (Q665446) (← 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)
- Dual formulation of second order target problems (Q1948690) (← links)
- Backward stochastic differential equations driven by \(G\)-Brownian motion (Q2434501) (← links)
- Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion (Q2434760) (← links)
- Stochastic maximum principle for optimal control with multiple priors (Q2440025) (← links)
- Ambiguous volatility, possibility and utility in continuous time (Q2441233) (← links)
- Second order backward stochastic differential equations with quadratic growth (Q2447731) (← links)
- Cubature Methods and Applications (Q2847839) (← links)