Pages that link to "Item:Q2483722"

The following pages link to Nonlinear expectations and nonlinear Markov chains (Q2483722):

Displaying 50 items.

• Reflected stochastic differential equations driven by \(G\)-Brownian motion with nonlinear resistance (Q256518) (← links)
• Nonlinear Markov processes in big networks (Q287605) (← links)
• Quasi-continuous random variables and processes under the \(G\)-expectation framework (Q288838) (← links)
• Strong laws of large numbers for sub-linear expectations (Q295129) (← 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 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)
• \(G\)-expectation weighted Sobolev spaces, backward SDE and path dependent PDE (Q904206) (← links)
• Representation theorems for quadratic \(\mathcal F\)-consistent nonlinear expectations (Q947150) (← links)
• Martingale characterization of \(G\)-Brownian motion (Q1001847) (← links)
• On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion (Q1036931) (← 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)
• Stochastic dominance under the nonlinear expected utilities (Q1719011) (← links)
• Viability for stochastic differential equations driven by \(G\)-Brownian motion (Q1721919) (← links)
• Jump-filtration consistent nonlinear expectations with \(\mathbb{L}^p\) domains (Q1734284) (← links)
• Martingale problem under nonlinear expectations (Q1744199) (← links)
• Itô's calculus under sublinear expectations via regularity of PDEs and rough paths (Q1747795) (← links)
• Kolmogorov-type and general extension results for nonlinear expectations (Q1790167) (← links)
• Forward-backward stochastic differential equations driven by \(G\)-Brownian motion (Q2008895) (← links)
• Representation theorem for generators of BSDEs driven by \(G\)-Brownian motion and its applications (Q2015381) (← links)
• \(G\)-Lévy processes under sublinear expectations (Q2038276) (← 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)
• Infinite horizon BSDEs under consistent nonlinear expectations (Q2071438) (← links)
• Reflected forward-backward stochastic differential equations driven by \(G\)-Brownian motion with continuous monotone coefficients (Q2085993) (← links)
• Almost sure exponential stability of nonlinear stochastic delay hybrid systems driven by \(G\)-Brownian motion (Q2098266) (← links)
• Mean-field anticipated BSDEs driven by time-changed Lévy noises (Q2144088) (← links)
• Markovian imprecise jump processes: extension to measurable variables, convergence theorems and algorithms (Q2152515) (← links)
• Path independence of the additive functionals for stochastic differential equations driven by \(G\)-Lévy processes (Q2165736) (← links)
• The method of upper and lower solutions for a class of fractional differential coupled systems (Q2167000) (← links)
• Reflected backward stochastic differential equation driven by \(G\)-Brownian motion with an upper obstacle (Q2229553) (← links)
• On nonlinear expectations and Markov chains under model uncertainty (Q2237129) (← links)
• Law of large numbers and central limit theorem under nonlinear expectations (Q2296125) (← links)
• Nonlinear regression without i.i.d. assumption (Q2296129) (← links)
• On some conditions for strong law of large numbers for weighted sums of END random variables under sublinear expectations (Q2296565) (← links)
• A semigroup approach to nonlinear Lévy processes (Q2301490) (← links)
• Variable exponent function spaces related to a sublinear expectation (Q2303078) (← links)
• Retracted: Sublinear expectation nonlinear regression for the financial risk measurement and management (Q2312223) (← links)
• Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations (Q2327815) (← links)
• On the comparison theorem for multi-dimensional \(G\)-SDEs (Q2339520) (← links)
• Jensen's inequality for backward SDEs driven by \(G\)-Brownian motion (Q2346319) (← links)
• Jensen's inequality for \(g\)-convex function under \(g\)-expectation (Q2380767) (← links)
• Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables under sub-linear expectation (Q2412858) (← links)