Pages that link to "Item:Q5194781"

The following pages link to Nonlinear Expectations and Stochastic Calculus under Uncertainty (Q5194781):

Displaying 50 items.

• Exponential stability of solutions to impulsive stochastic differential equations driven by \(G\)-Brownian motion (Q258299) (← links)
• Lyapunov-type conditions and stochastic differential equations driven by \(G\)-Brownian motion (Q266464) (← links)
• On the existence and uniqueness of solutions to stochastic differential equations driven by \(G\)-Brownian motion with integral-Lipschitz coefficients (Q477470) (← links)
• Weak approximation of \(G\)-expectations (Q665446) (← links)
• Convex bodies generated by sublinear expectations of random vectors (Q820925) (← links)
• Supermartingale decomposition theorem under \(G\)-expectation (Q1663870) (← links)
• Strict comparison theorems under sublinear expectations (Q1674893) (← links)
• Stochastic dominance under the nonlinear expected utilities (Q1719011) (← links)
• The pricing of Asian options in uncertain volatility model (Q1719127) (← links)
• State estimation for wireless network control system with stochastic uncertainty and time delay based on sliding mode observer (Q1723804) (← links)
• Weak and strong limit theorems for stochastic processes under nonadditive probability (Q1724659) (← links)
• Differentiability of stochastic differential equations driven by the \(G\)-Brownian motion (Q1955508) (← links)
• An interval of no-arbitrage prices in financial markets with volatility uncertainty (Q1992892) (← links)
• Reflected quadratic BSDEs driven by \(G\)-Brownian motions (Q1997195) (← links)
• Weak laws of large numbers for sublinear expectation (Q2001546) (← links)
• Stochastic differential equations with perturbations driven by \(G\)-Brownian motion (Q2006830) (← links)
• Stability analysis of stochastic pantograph multi-group models with dispersal driven by \(G\)-Brownian motion (Q2009387) (← links)
• A note on the exponential \(G\)-martingale (Q2015263) (← links)
• Representation theorem for generators of BSDEs driven by \(G\)-Brownian motion and its applications (Q2015381) (← links)
• Nonlinear expectations of random sets (Q2022754) (← links)
• Harnack inequality and applications for SDEs driven by \(G\)-Brownian motion (Q2023734) (← 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)
• An efficient numerical method for forward-backward stochastic differential equations driven by \(G\)-Brownian motion (Q2029145) (← links)
• Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous generators (Q2031004) (← links)
• \(G\)-Lévy processes under sublinear expectations (Q2038276) (← links)
• Explicit positive solutions to \(G\)-heat equations and the application to \(G\)-capacities (Q2042678) (← links)
• Concentration inequalities for upper probabilities (Q2069461) (← links)
• Further results on stabilization of stochastic differential equations with delayed feedback control under \( G \)-expectation framework (Q2069740) (← links)
• An averaging principle for nonlinear parabolic PDEs via FBSDEs driven by \(G\)-Brownian motion (Q2069922) (← links)
• Infinite horizon BSDEs under consistent nonlinear expectations (Q2071438) (← links)
• Quadratic \(G\)-BSDEs with convex generators and unbounded terminal conditions (Q2080287) (← links)
• Pathwise convergence under Knightian uncertainty (Q2084885) (← links)
• \( G\)-expectation approach to stochastic ordering (Q2085830) (← links)
• High dimensional Markovian trading of a single stock (Q2085831) (← 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)
• A note on sufficient conditions of asymptotic stability in distribution of stochastic differential equations with \(G\)-Brownian motion (Q2106077) (← links)
• Wong-Zakai approximation for stochastic differential equations driven by \(G\)-Brownian motion (Q2116485) (← links)
• Term structure modeling under volatility uncertainty (Q2120604) (← links)
• Laws of large numbers under model uncertainty with an application to \(m\)-dependent random variables (Q2124686) (← links)
• Backward stochastic differential equations with regime-switching and sublinear expectations (Q2132537) (← links)
• Practical stability of impulsive stochastic delayed systems driven by G-Brownian motion (Q2137144) (← links)
• Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion (Q2148456) (← links)
• The moments of the maximum of normalized partial sums related to laws of the iterated logarithm under the sub-linear expectation (Q2156024) (← links)
• Strong limit theorems for extended independent random variables and extended negatively dependent random variables under sub-linear expectations (Q2156730) (← links)
• A note on the cluster set of the law of the iterated logarithm under sub-linear expectations (Q2165735) (← links)
• Path independence of the additive functionals for stochastic differential equations driven by \(G\)-Lévy processes (Q2165736) (← links)
• A central limit theorem for sets of probability measures (Q2169078) (← links)