Pages that link to "Item:Q1042988"

The following pages link to Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations (Q1042988):

Displaying 50 items.

• Reflected stochastic differential equations driven by \(G\)-Brownian motion with nonlinear resistance (Q256518) (← links)
• Backward SDE representation for stochastic control problems with nondominated controlled intensity (Q292927) (← links)
• Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications (Q294511) (← links)
• Strong laws of large numbers for sub-linear expectations (Q295129) (← links)
• Numerical simulations for \(G\)-Brownian motion (Q335585) (← links)
• Multiple \(G\)-Itō integral in \(G\)-expectation space (Q373435) (← links)
• Stochastic differential equations driven by \(G\)-Brownian motion and ordinary differential equations (Q404602) (← links)
• Independence under the \(G\)-expectation framework (Q471533) (← links)
• How big are the increments of \(G\)-Brownian motion? (Q477151) (← links)
• Self-normalized large deviations under sublinear expectation (Q511552) (← links)
• The Tychonoff uniqueness theorem for the \(G\)-heat equation (Q547391) (← links)
• Stopping times and related Itô's calculus with \(G\)-Brownian motion (Q550162) (← links)
• Central limit theorem for capacities (Q609382) (← links)
• A general central limit theorem under sublinear expectations (Q625805) (← links)
• Moment bounds for IID sequences under sublinear expectations (Q659985) (← links)
• Central limit theorems for bounded random variables under belief measures (Q681767) (← links)
• Local time and Tanaka formula for the \(G\)-Brownian motion (Q691837) (← links)
• On Cramér's theorem for capacities (Q710852) (← links)
• Self-normalized moderate deviation and laws of the iterated logarithm under \(G\)-expectation (Q726691) (← links)
• An \(\alpha\)-stable limit theorem under sublinear expectation (Q726751) (← links)
• Second-order BSDEs with jumps: formulation and uniqueness (Q748324) (← links)
• Central limit theorems for sub-linear expectation under the Lindeberg condition (Q824885) (← links)
• Invariance principles for the law of the iterated logarithm under \(G\)-framework (Q889816) (← links)
• Marcinkiewicz's strong law of large numbers for nonlinear expectations (Q1640966) (← links)
• Robust valuation, arbitrage ambiguity and profit \& loss analysis (Q1655920) (← links)
• Rosenthal's inequalities for asymptotically almost negatively associated random variables under upper expectations (Q1713518) (← links)
• An upper bound of large deviations for capacities (Q1718577) (← links)
• Viability for stochastic differential equations driven by \(G\)-Brownian motion (Q1721919) (← links)
• Law of large numbers under Choquet expectations (Q1722280) (← links)
• Weak and strong limit theorems for stochastic processes under nonadditive probability (Q1724659) (← links)
• Comparison theorem for nonlinear path-dependent partial differential equations (Q1725406) (← links)
• The quasi-sure limit of convex combinations of nonnegative measurable functions (Q1733839) (← links)
• Three series theorem for independent random variables under sub-linear expectations with applications (Q1734914) (← links)
• The risk transfer of non-tradable risks under model uncertainty (Q1757937) (← links)
• The support of the solution for stochastic differential equations driven by \(G\)-Brownian motion (Q1941305) (← 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)
• The convergence of the sums of independent random variables under the sub-linear expectations (Q1987563) (← links)
• Weak laws of large numbers for sublinear expectation (Q2001546) (← links)
• Some inequalities and limit theorems under sublinear expectations (Q2013044) (← links)
• The law of logarithm for arrays of random variables under sub-linear expectations (Q2023739) (← links)
• A worst-case risk measure by G-VaR (Q2025187) (← links)
• Stabilization of stochastic differential equations driven by G-Lévy process with discrete-time feedback control (Q2028969) (← links)
• Lindeberg's central limit theorems for martingale like sequences under sub-linear expectations (Q2037543) (← links)
• \(G\)-Lévy processes under sublinear expectations (Q2038276) (← links)
• Complete convergence for END random variables under sublinear expectations (Q2039171) (← links)
• Exponential stability of solutions to stochastic differential equations driven by \(G\)-Lévy process (Q2040998) (← links)
• Moderate deviations principle for independent random variables under sublinear expectations (Q2047156) (← links)
• Strong laws of large numbers for general random variables in sublinear expectation spaces (Q2067883) (← links)
• Laws of large numbers under model uncertainty with an application to \(m\)-dependent random variables (Q2124686) (← links)