Pages that link to "Item:Q2518615"

The following pages link to Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation (Q2518615):

Displaying 50 items.

• \(p\)-moment stability of solutions to stochastic differential equations driven by \(G\)-Brownian motion (Q1644058) (← links)
• Asymptotical boundedness for stochastic coupled systems on networks driven by \(G\)-Brownian motion (Q1645129) (← links)
• Robust valuation, arbitrage ambiguity and profit \& loss analysis (Q1655920) (← links)
• Supermartingale decomposition theorem under \(G\)-expectation (Q1663870) (← links)
• Numerical scheme for Dynkin games under model uncertainty (Q1663906) (← links)
• Strict comparison theorems under sublinear expectations (Q1674893) (← links)
• Strong law of large numbers and Chover's law of the iterated logarithm under sub-linear expectations (Q1688834) (← links)
• Backward nonlinear expectation equations (Q1702883) (← links)
• Reflected solutions of backward stochastic differential equations driven by \(G\)-Brownian motion (Q1705559) (← links)
• A risk-neutral equilibrium leading to uncertain volatility pricing (Q1709602) (← links)
• Existence and stability of solutions to non-linear neutral stochastic functional differential equations in the framework of G-Brownian motion (Q1710114) (← links)
• Convergences of random variables under sublinear expectations (Q1713510) (← links)
• Rosenthal's inequalities for asymptotically almost negatively associated random variables under upper expectations (Q1713518) (← links)
• The pricing of Asian options in uncertain volatility model (Q1719127) (← links)
• Existence of solutions for G-SFDEs with Cauchy-Maruyama approximation scheme (Q1725036) (← links)
• Comparison theorem for nonlinear path-dependent partial differential equations (Q1725406) (← links)
• Existence of solution for stochastic differential equations driven by \(G\)-Lévy process with discontinuous coefficients (Q1726216) (← links)
• Mean-square stability of delayed stochastic neural networks with impulsive effects driven by \(G\)-Brownian motion (Q1726731) (← 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)
• Super-replication with fixed transaction costs (Q1737955) (← links)
• Itô's calculus under sublinear expectations via regularity of PDEs and rough paths (Q1747795) (← links)
• Non-zero-sum reinsurance games subject to ambiguous correlations (Q1755812) (← links)
• Exponential stability of SDEs driven by \(G\)-Brownian motion with delayed impulsive effects: average impulsive interval approach (Q1756827) (← links)
• The risk transfer of non-tradable risks under model uncertainty (Q1757937) (← links)
• Kolmogorov-type and general extension results for nonlinear expectations (Q1790167) (← links)
• BSDEs with mean reflection driven by \(G\)-Brownian motion (Q1799804) (← 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)
• Reflected quadratic BSDEs driven by \(G\)-Brownian motions (Q1997195) (← links)
• Properties of \(G\)-martingales with finite variation and the application to \(G\)-Sobolev spaces (Q2000140) (← links)
• Some inequalities and limit theorems under sublinear expectations (Q2013044) (← links)
• Representation theorem for generators of BSDEs driven by \(G\)-Brownian motion and its applications (Q2015381) (← links)
• Stochastic optimization theory of backward stochastic differential equations driven by G-Brownian motion (Q2015746) (← 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)
• 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)
• 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 weighted sums of widely acceptable random variables under sublinear expectations (Q2039169) (← 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)
• Explicit positive solutions to \(G\)-heat equations and the application to \(G\)-capacities (Q2042678) (← links)
• Moderate deviations principle for independent random variables under sublinear expectations (Q2047156) (← links)
• Theorems of complete convergence and complete integral convergence for END random variables under sub-linear expectations (Q2067842) (← links)
• An averaging principle for nonlinear parabolic PDEs via FBSDEs driven by \(G\)-Brownian motion (Q2069922) (← links)
• Quadratic \(G\)-BSDEs with convex generators and unbounded terminal conditions (Q2080287) (← links)