Pages that link to "Item:Q555022"

The following pages link to Properties of hitting times for \(G\)-martingales and their applications (Q555022):

Displaying 22 items.

• Optimal stopping under nonlinear expectation (Q404122) (← links)
• How big are the increments of \(G\)-Brownian motion? (Q477151) (← links)
• The \(CEV\) model and its application to financial markets with volatility uncertainty (Q724483) (← links)
• A note on \(p\)th moment estimates for stochastic functional differential equations in the framework of G-Brownian motion (Q724921) (← links)
• Gradient estimates for nonlinear diffusion semigroups by coupling methods (Q829444) (← links)
• \(G\)-expectation weighted Sobolev spaces, backward SDE and path dependent PDE (Q904206) (← links)
• Sample path properties of \(G\)-Brownian motion (Q1659308) (← links)
• Existence and stability of solutions to non-linear neutral stochastic functional differential equations in the framework of G-Brownian motion (Q1710114) (← links)
• The quasi-sure limit of convex combinations of nonnegative measurable functions (Q1733839) (← links)
• Characterizations of processes with stationary and independent increments under \(G\)-expectation (Q1943328) (← links)
• An interval of no-arbitrage prices in financial markets with volatility uncertainty (Q1992892) (← links)
• Properties of \(G\)-martingales with finite variation and the application to \(G\)-Sobolev spaces (Q2000140) (← links)
• A note on the exponential \(G\)-martingale (Q2015263) (← links)
• Stochastic optimization theory of backward stochastic differential equations driven by G-Brownian motion (Q2015746) (← links)
• Martingale inequalities under \(G\)-expectation and their applications (Q2154847) (← links)
• Local time and Tanaka formula of \(G\)-martingales (Q2181563) (← links)
• Exit times for semimartingales under nonlinear expectation (Q2229688) (← links)
• Constructing sublinear expectations on path space (Q2447703) (← links)
• Extended conditional \(G\)-expectations and related stopping times (Q2671652) (← links)
• A Weighted Central Limit Theorem Under Sublinear Expectations (Q2815385) (← links)
• The modulus of continuity theorem for <font><i>G</i></font>-Brownian motion (Q4976236) (← links)
• G-Gaussian processes under sublinear expectations and \(q \)-Brownian motion in quantum mechanics (Q6164095) (← links)