Pages that link to "Item:Q555022"
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The following pages link to Properties of hitting times for \(G\)-martingales and their applications (Q555022):
Displayed 15 items.
- Optimal stopping under nonlinear expectation (Q404122) (← links)
- How big are the increments of \(G\)-Brownian motion? (Q477151) (← links)
- The \(CEV\) model and its application to financial markets with volatility uncertainty (Q724483) (← links)
- A note on \(p\)th moment estimates for stochastic functional differential equations in the framework of G-Brownian motion (Q724921) (← links)
- \(G\)-expectation weighted Sobolev spaces, backward SDE and path dependent PDE (Q904206) (← links)
- Sample path properties of \(G\)-Brownian motion (Q1659308) (← links)
- Existence and stability of solutions to non-linear neutral stochastic functional differential equations in the framework of G-Brownian motion (Q1710114) (← links)
- The quasi-sure limit of convex combinations of nonnegative measurable functions (Q1733839) (← links)
- Characterizations of processes with stationary and independent increments under \(G\)-expectation (Q1943328) (← links)
- An interval of no-arbitrage prices in financial markets with volatility uncertainty (Q1992892) (← links)
- A note on the exponential \(G\)-martingale (Q2015263) (← links)
- Stochastic optimization theory of backward stochastic differential equations driven by G-Brownian motion (Q2015746) (← links)
- Constructing sublinear expectations on path space (Q2447703) (← links)
- A Weighted Central Limit Theorem Under Sublinear Expectations (Q2815385) (← links)
- The modulus of continuity theorem for <font><i>G</i></font>-Brownian motion (Q4976236) (← links)