Pages that link to "Item:Q550131"

The following pages link to Martingale representation theorem for the \(G\)-expectation (Q550131):

Displaying 50 items.

• Universal arbitrage aggregator in discrete-time markets under uncertainty (Q261912) (← links)
• Super-replication with nonlinear transaction costs and volatility uncertainty (Q303967) (← links)
• Numerical simulations for \(G\)-Brownian motion (Q335585) (← links)
• 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)
• Financial markets with volatility uncertainty (Q406259) (← links)
• Wellposedness of second order backward SDEs (Q438976) (← links)
• Independence under the \(G\)-expectation framework (Q471533) (← links)
• How big are the increments of \(G\)-Brownian motion? (Q477151) (← 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)
• 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)
• An \(\alpha\)-stable limit theorem under sublinear expectation (Q726751) (← links)
• Robust superhedging with jumps and diffusion (Q744974) (← links)
• Maximum principle for forward-backward stochastic control system under \(G\)-expectation and relation to dynamic programming (Q898994) (← links)
• \(k\)-sample upper expectation linear regression-modeling, identifiability, estimation and prediction (Q899350) (← links)
• \(G\)-expectation weighted Sobolev spaces, backward SDE and path dependent PDE (Q904206) (← links)
• Representation theorems for quadratic \(\mathcal F\)-consistent nonlinear expectations (Q947150) (← links)
• Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation (Q1615909) (← links)
• Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty (Q1650941) (← links)
• Robust valuation, arbitrage ambiguity and profit \& loss analysis (Q1655920) (← links)
• Sample path properties of \(G\)-Brownian motion (Q1659308) (← links)
• Supermartingale decomposition theorem under \(G\)-expectation (Q1663870) (← links)
• Dynamic programming approach to principal-agent problems (Q1691442) (← links)
• Backward nonlinear expectation equations (Q1702883) (← links)
• Existence of solution for stochastic differential equations driven by \(G\)-Lévy process with discontinuous coefficients (Q1726216) (← links)
• The quasi-sure limit of convex combinations of nonnegative measurable functions (Q1733839) (← links)
• Martingale problem under nonlinear expectations (Q1744199) (← links)
• Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
• Itô's calculus under sublinear expectations via regularity of PDEs and rough paths (Q1747795) (← links)
• Kolmogorov-type and general extension results for nonlinear expectations (Q1790167) (← 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)
• Reflected quadratic BSDEs driven by \(G\)-Brownian motions (Q1997195) (← links)
• Properties of \(G\)-martingales with finite variation and the application to \(G\)-Sobolev spaces (Q2000140) (← links)
• Forward-backward stochastic differential equations driven by \(G\)-Brownian motion (Q2008895) (← links)
• Stochastic optimization theory of backward stochastic differential equations driven by G-Brownian motion (Q2015746) (← links)
• A worst-case risk measure by G-VaR (Q2025187) (← links)
• Stabilization of stochastic differential equations driven by G-Lévy process with discrete-time feedback control (Q2028969) (← links)
• Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous generators (Q2031004) (← links)
• Exponential stability of solutions to stochastic differential equations driven by \(G\)-Lévy process (Q2040998) (← links)
• An averaging principle for nonlinear parabolic PDEs via FBSDEs driven by \(G\)-Brownian motion (Q2069922) (← links)
• Infinite horizon BSDEs under consistent nonlinear expectations (Q2071438) (← 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)
• Local time and Tanaka formula of \(G\)-martingales (Q2181563) (← links)