Pages that link to "Item:Q5933950"
From MaRDI portal
The following pages link to Continuous properties of \(g\)-martingales (Q5933950):
Displaying 9 items.
- Filtration consistent nonlinear expectations and evaluations of contingent claims (Q705074) (← links)
- Backward stochastic differential equations with jumps and related nonlinear expectations (Q855683) (← links)
- Maximal inequalities for \(g\)-martingales (Q1017811) (← links)
- Supermartingale decomposition theorem under \(G\)-expectation (Q1663870) (← links)
- Jump-filtration consistent nonlinear expectations with \(\mathbb{L}^p\) domains (Q1734284) (← links)
- Optimal multiple stopping problems under \(g\)-expectation (Q2128626) (← links)
- A probabilistic characterization of g-harmonic functions (Q2335198) (← links)
- On<i>g</i>−evaluations with domains under jump filtration (Q4607789) (← links)
- Extension and Application of Itô's Formula Under<i>G</i>-Framework (Q5305283) (← links)
