Pages that link to "Item:Q1036931"
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The following pages link to On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion (Q1036931):
Displayed 21 items.
- 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)
- Independence under the \(G\)-expectation framework (Q471533) (← links)
- A class of backward doubly stochastic differential equations with discontinuous coefficients (Q477542) (← 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)
- Some properties on \(G\)-evaluation and its applications to \(G\)-martingale decomposition (Q547363) (← links)
- Stopping times and related Itô's calculus with \(G\)-Brownian motion (Q550162) (← links)
- Kunita-Watanabe inequalities and Tanaka formula for multi-dimensional G-Brownian motion (Q628946) (← links)
- A note on the stochastic differential equations driven by \(G\)-Brownian motion (Q633052) (← links)
- Local time and Tanaka formula for the \(G\)-Brownian motion (Q691837) (← links)
- Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations (Q1042988) (← links)
- Characterizations of processes with stationary and independent increments under \(G\)-expectation (Q1943328) (← links)
- Differentiability of stochastic differential equations driven by the \(G\)-Brownian motion (Q1955508) (← links)
- A note on the exponential \(G\)-martingale (Q2015263) (← links)
- Risk measuring under model uncertainty (Q2428050) (← links)
- Backward stochastic differential equations driven by \(G\)-Brownian motion (Q2434501) (← links)
- Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion (Q2434760) (← links)
- Stochastic maximum principle for optimal control with multiple priors (Q2440025) (← links)
- Stochastic functional differential equations with infinite delay driven by <i>G</i> -Brownian motion (Q2847213) (← links)
- General Martingale Characterization of<i>G</i>-Brownian Motion (Q5746992) (← links)