Pages that link to "Item:Q1036931"

The following pages link to On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion (Q1036931):

Displaying 50 items.

• Exponential stability of solutions to impulsive stochastic differential equations driven by \(G\)-Brownian motion (Q258299) (← 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)
• 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)
• Gradient estimates for nonlinear diffusion semigroups by coupling methods (Q829444) (← links)
• Maximum principle for forward-backward stochastic control system under \(G\)-expectation and relation to dynamic programming (Q898994) (← links)
• \(G\)-expectation weighted Sobolev spaces, backward SDE and path dependent PDE (Q904206) (← links)
• Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations (Q1042988) (← links)
• \(p\)-moment stability of solutions to stochastic differential equations driven by \(G\)-Brownian motion (Q1644058) (← links)
• Asymptotical boundedness for stochastic coupled systems on networks driven by \(G\)-Brownian motion (Q1645129) (← links)
• Robust valuation, arbitrage ambiguity and profit \& loss analysis (Q1655920) (← links)
• Supermartingale decomposition theorem under \(G\)-expectation (Q1663870) (← links)
• Strict comparison theorems under sublinear expectations (Q1674893) (← links)
• Reflected solutions of backward stochastic differential equations driven by \(G\)-Brownian motion (Q1705559) (← links)
• Exponential stability of \(\theta\)-method for stochastic differential equations in the \(G\)-framework (Q1713167) (← links)
• Viability for stochastic differential equations driven by \(G\)-Brownian motion (Q1721919) (← links)
• Mean-square stability of delayed stochastic neural networks with impulsive effects driven by \(G\)-Brownian motion (Q1726731) (← links)
• The quasi-sure limit of convex combinations of nonnegative measurable functions (Q1733839) (← links)
• Exponential stability of SDEs driven by \(G\)-Brownian motion with delayed impulsive effects: average impulsive interval approach (Q1756827) (← links)
• BSDEs with mean reflection driven by \(G\)-Brownian motion (Q1799804) (← 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)
• Convergence and asymptotical stability of numerical solutions for neutral stochastic delay differential equations driven by \(G\)-Brownian motion (Q1993418) (← links)
• Reflected quadratic BSDEs driven by \(G\)-Brownian motions (Q1997195) (← links)
• Forward-backward stochastic differential equations driven by \(G\)-Brownian motion (Q2008895) (← links)
• A note on the exponential \(G\)-martingale (Q2015263) (← links)
• A worst-case risk measure by G-VaR (Q2025187) (← links)
• An efficient numerical method for forward-backward stochastic differential equations driven by \(G\)-Brownian motion (Q2029145) (← links)
• Large deviations for backward stochastic differential equations driven by \(G\)-Brownian motion (Q2030998) (← links)
• Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous generators (Q2031004) (← links)
• \(G\)-Lévy processes under sublinear expectations (Q2038276) (← links)
• Quadratic \(G\)-BSDEs with convex generators and unbounded terminal conditions (Q2080287) (← links)
• Reflected forward-backward stochastic differential equations driven by \(G\)-Brownian motion with continuous monotone coefficients (Q2085993) (← links)
• Large deviation principle for reflected stochastic differential equations driven by G-Brownian motion in non-convex domains (Q2105378) (← links)
• Notes on Peng's independence in sublinear expectation theory (Q2105394) (← links)
• Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion (Q2148456) (← links)
• Harnack inequality and gradient estimate for functional \(G\)-SDEs with degenerate noise (Q2165737) (← links)
• Local time and Tanaka formula of \(G\)-martingales (Q2181563) (← links)
• BSDEs driven by \(G\)-Brownian motion with time-varying Lipschitz condition (Q2207639) (← links)