How big are the increments of G-Brownian motion?
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Recommendations
- scientific article; zbMATH DE number 3949443
- Local functional limit theorems of increments for Brownian motion
- Invariance principles for the law of the iterated logarithm under \(G\)-framework
- A deviation inequality for increment of a \(G\)-Brownian motion under \(G\)-expectation and applications
- The modulus of continuity theorem for G-Brownian motion
Cites work
- scientific article; zbMATH DE number 1795842 (Why is no real title available?)
- An invariance principle for the law of the iterated logarithm
- Central limit theorem for capacities
- Coherent measures of risk
- Convex measures of risk and trading constraints
- Fernique type inequalities and moduli of continuity for \(l^ 2\)-valued Ornstein- Uhlenbeck processes
- Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
- How big are the increments of a Wiener process?
- Large deviations for stochastic differential equations driven by \(G\)-Brownian motion
- Martingale characterization of \(G\)-Brownian motion
- Martingale representation theorem for the \(G\)-expectation
- Moment bounds for IID sequences under sublinear expectations
- Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
- On Cramér's theorem for capacities
- On a new law of large numbers
- On the increments of the Wiener process
- Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion
- Properties of hitting times for \(G\)-martingales and their applications
- Some properties on \(G\)-evaluation and its applications to \(G\)-martingale decomposition
- Some results on increments of the Wiener process with applications to lag sums of i.i.d. random variables
- Strong limit theorems for large and small increments of \(\ell^ p\)- valued Gaussian processes
- Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
- Theory of capacities
Cited in
(20)- How small are the increments of \(G\)-Brownian motion
- Sobolev-type stochastic differential equations driven by \(G\)-Brownian motion
- Invariance principles for the law of the iterated logarithm under \(G\)-framework
- Asymptotic moment estimation for stochastic Lotka-Volterra model driven by \(G\)-Brownian motion
- Convergence of linear processes generated by negatively dependent random variables under sub-linear expectations
- Equivalent conditions of complete \(p\)th moment convergence for weighted sums of i. i. d. random variables under sublinear expectations
- Convergence for sums of i.i.d. random variables under sublinear expectations
- Stability of square-mean almost automorphic mild solutions to impulsive stochastic differential equations driven by G-Brownian motion
- Complete \(q\)th moment convergence of moving average processes for \(m\)-widely acceptable random variables under sub-linear expectations
- Sample path large deviations for independent random variables under sub-linear expectations
- Disturbance observer based control for dynamically positioned ships with ocean environmental disturbances and actuator saturation
- Convergence to a self-normalized G-Brownian motion
- \(G\)-SIRS model with logistic growth and nonlinear incidence
- Note on precise rates in the law of iterated logarithm for the moment convergence of i.i.d.: random variables under sublinear expectations
- Improved results on stabilization of \(G\)-SDEs by feedback control based on discrete-time observations
- Exponential stability of SDEs driven by \(G\)-Brownian motion with delayed impulsive effects: average impulsive interval approach
- A deviation inequality for increment of a \(G\)-Brownian motion under \(G\)-expectation and applications
- Quasi-sure exponential stability and stabilisation of stochastic delay differential equations under \(G\)-expectation framework
- Stability analysis of stochastic pantograph multi-group models with dispersal driven by \(G\)-Brownian motion
- Anti-disturbance control for dynamic positioning system of ships with disturbances
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