Pages that link to "Item:Q705074"

The following pages link to Filtration consistent nonlinear expectations and evaluations of contingent claims (Q705074):

Displaying 50 items.

• Reflected stochastic differential equations driven by \(G\)-Brownian motion with nonlinear resistance (Q256518) (← 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)
• Random \(G\)-expectations (Q373831) (← links)
• Stochastic differential equations driven by \(G\)-Brownian motion and ordinary differential equations (Q404602) (← links)
• Independence under the \(G\)-expectation framework (Q471533) (← links)
• A class of backward doubly stochastic differential equations with discontinuous coefficients (Q477542) (← links)
• A stochastic recursive optimal control problem under the G-expectation framework (Q486239) (← links)
• Stopping times and related Itô's calculus with \(G\)-Brownian motion (Q550162) (← links)
• Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths (Q623470) (← links)
• Dynamical evaluations (Q704247) (← links)
• Explicit solutions of the \(G\)-heat equation for a class of initial conditions (Q714486) (← links)
• Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations (Q1042988) (← links)
• Sample path properties of \(G\)-Brownian motion (Q1659308) (← links)
• Reflected solutions of backward stochastic differential equations driven by \(G\)-Brownian motion (Q1705559) (← links)
• Convergences of random variables under sublinear expectations (Q1713510) (← links)
• The pricing of Asian options in uncertain volatility model (Q1719127) (← links)
• Viability for stochastic differential equations driven by \(G\)-Brownian motion (Q1721919) (← links)
• Existence of solution for stochastic differential equations driven by \(G\)-Lévy process with discontinuous coefficients (Q1726216) (← links)
• Jump-filtration consistent nonlinear expectations with \(\mathbb{L}^p\) domains (Q1734284) (← links)
• Dynamically consistent nonlinear evaluations with their generating functions in \(L^p\) (Q1944854) (← links)
• Dual formulation of second order target problems (Q1948690) (← links)
• Representation theorem for generators of BSDEs driven by \(G\)-Brownian motion and its applications (Q2015381) (← links)
• An efficient numerical method for forward-backward stochastic differential equations driven by \(G\)-Brownian motion (Q2029145) (← links)
• Exponential stability of solutions to stochastic differential equations driven by \(G\)-Lévy process (Q2040998) (← links)
• Explicit positive solutions to \(G\)-heat equations and the application to \(G\)-capacities (Q2042678) (← links)
• Path independence of the additive functionals for stochastic differential equations driven by \(G\)-Lévy processes (Q2165736) (← links)
• Law of large numbers and central limit theorem under nonlinear expectations (Q2296125) (← links)
• The PDEs and numerical scheme for derivatives under uncertainty volatility (Q2298029) (← links)
• Retracted: Sublinear expectation nonlinear regression for the financial risk measurement and management (Q2312223) (← links)
• Reduced-form framework under model uncertainty (Q2330468) (← links)
• On the comparison theorem for multi-dimensional \(G\)-SDEs (Q2339520) (← links)
• A probabilistic weak formulation of mean field games and applications (Q2346070) (← links)
• Jensen's inequality for backward SDEs driven by \(G\)-Brownian motion (Q2346319) (← links)
• A central limit theorem for \(m\)-dependent random variables under sublinear expectations (Q2355358) (← links)
• Jensen's inequality for \(g\)-convex function under \(g\)-expectation (Q2380767) (← links)
• On Jensen's inequality, Hölder's inequality, and Minkowski's inequality for dynamically consistent nonlinear evaluations (Q2405780) (← links)
• Backward stochastic differential equations driven by \(G\)-Brownian motion (Q2434501) (← links)
• Ambiguous volatility, possibility and utility in continuous time (Q2441233) (← links)
• Constructing sublinear expectations on path space (Q2447703) (← links)
• Local Lipschitz-\(\alpha\) mappings and applications to sublinear expectations (Q2453844) (← links)
• Properties of solutions of BSDEs with integrable parameters (Q2480096) (← links)
• Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation (Q2518615) (← links)
• A universal robust limit theorem for nonlinear Lévy processes under sublinear expectation (Q2699278) (← links)
• A complete representation theorem for <i>G</i>-martingales (Q2812014) (← links)
• CONIC TRADING IN A MARKOVIAN STEADY STATE (Q2976128) (← links)
• Fubini theorem for non additive measures in the framework of <i><i>g</i></i>-expectation (Q4605256) (← links)
• (Q4988574) (← links)
• Distributed Consensus and Convergence Rate Analysis of Multiagent Systems with Noises under $G$-Expectation (Q5009770) (← links)
• Distributional Uncertainty of the Financial Time Series Measured by $G$-Expectation (Q5034429) (← links)