Pages that link to "Item:Q623470"
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The following pages link to Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths (Q623470):
Displayed 50 items.
- Reflected stochastic differential equations driven by \(G\)-Brownian motion with nonlinear resistance (Q256518) (← links)
- Exponential stability of solutions to impulsive stochastic differential equations driven by \(G\)-Brownian motion (Q258299) (← links)
- Universal arbitrage aggregator in discrete-time markets under uncertainty (Q261912) (← links)
- Lyapunov-type conditions and stochastic differential equations driven by \(G\)-Brownian motion (Q266464) (← links)
- 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)
- Multiple \(G\)-Itō integral in \(G\)-expectation space (Q373435) (← links)
- Random \(G\)-expectations (Q373831) (← links)
- Robust maximization of asymptotic growth under covariance uncertainty (Q373833) (← links)
- Optimal stopping under nonlinear expectation (Q404122) (← links)
- Stochastic differential equations driven by \(G\)-Brownian motion and ordinary differential equations (Q404602) (← 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)
- Integration with respect to the \(G\)-Brownian local time (Q482726) (← links)
- A stochastic recursive optimal control problem under the G-expectation framework (Q486239) (← links)
- Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm (Q525907) (← links)
- Martingale representation theorem for the \(G\)-expectation (Q550131) (← links)
- Properties of hitting times for \(G\)-martingales and their applications (Q555022) (← links)
- A general central limit theorem under sublinear expectations (Q625805) (← links)
- Weak approximation of \(G\)-expectations (Q665446) (← links)
- Local time and Tanaka formula for the \(G\)-Brownian motion (Q691837) (← links)
- Exponential stability for stochastic differential equation driven by G-Brownian motion (Q712632) (← links)
- Explicit solutions of the \(G\)-heat equation for a class of initial conditions (Q714486) (← 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)
- Self-normalized moderate deviation and laws of the iterated logarithm under \(G\)-expectation (Q726691) (← links)
- Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion (Q734638) (← links)
- Second-order BSDEs with jumps: formulation and uniqueness (Q748324) (← links)
- Central limit theorems for sub-linear expectation under the Lindeberg condition (Q824885) (← links)
- Gradient estimates for nonlinear diffusion semigroups by coupling methods (Q829444) (← links)
- Invariance principles for the law of the iterated logarithm under \(G\)-framework (Q889816) (← 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)
- Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation (Q1615909) (← links)
- Fatou closedness under model uncertainty (Q1624071) (← links)
- Stability of delayed Hopfield neural networks under a sublinear expectation framework (Q1644282) (← links)
- Asymptotical boundedness for stochastic coupled systems on networks driven by \(G\)-Brownian motion (Q1645129) (← links)
- Non-implementability of Arrow-Debreu equilibria by continuous trading under volatility uncertainty (Q1650941) (← links)
- Sample path properties of \(G\)-Brownian motion (Q1659308) (← links)
- Multiple-priors optimal investment in discrete time for unbounded utility function (Q1661573) (← links)
- Supermartingale decomposition theorem under \(G\)-expectation (Q1663870) (← links)
- Strict comparison theorems under sublinear expectations (Q1674893) (← links)
- Backward nonlinear expectation equations (Q1702883) (← links)
