The following pages link to (Q5436616):
Displaying 50 items.
- 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)
- 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)
- Transport plans with domain constraints (Q2045149) (← links)
- Moderate deviations principle for independent random variables under sublinear expectations (Q2047156) (← links)
- Limits of random walks with distributionally robust transition probabilities (Q2064848) (← links)
- New formulations of ambiguous volatility with an application to optimal dynamic contracting (Q2067400) (← links)
- Strong laws of large numbers for general random variables in sublinear expectation spaces (Q2067883) (← 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)
- Convergence for sums of i.i.d. random variables under sublinear expectations (Q2072954) (← links)
- Quadratic \(G\)-BSDEs with convex generators and unbounded terminal conditions (Q2080287) (← links)
- \( G\)-expectation approach to stochastic ordering (Q2085830) (← 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)
- Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous coefficients in \((y, z)\) (Q2116484) (← links)
- Wong-Zakai approximation for stochastic differential equations driven by \(G\)-Brownian motion (Q2116485) (← 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)
- Complete integration convergence for arrays of rowwise extended negatively dependent random variables under the sub-linear expectations (Q2142810) (← links)
- Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion (Q2148456) (← links)
- Martingale inequalities under \(G\)-expectation and their applications (Q2154847) (← links)
- Strong limit theorems for extended independent random variables and extended negatively dependent random variables under sub-linear expectations (Q2156730) (← links)
- Harnack inequality and gradient estimate for functional \(G\)-SDEs with degenerate noise (Q2165737) (← links)
- Large deviation principle for random variables under sublinear expectations on \(\mathbb{R}^d\) (Q2173797) (← links)
- Local time and Tanaka formula of \(G\)-martingales (Q2181563) (← links)
- A generalized stochastic differential utility driven by \(G\)-Brownian motion (Q2190068) (← links)
- \(G\)-SIRS model with logistic growth and nonlinear incidence (Q2193300) (← links)
- BSDEs driven by \(G\)-Brownian motion with time-varying Lipschitz condition (Q2207639) (← links)
- Girsanov theorem for \(G\)-Brownian motion: the degenerate case (Q2224951) (← links)
- Reflected backward stochastic differential equation driven by \(G\)-Brownian motion with an upper obstacle (Q2229553) (← links)
- Exit times for semimartingales under nonlinear expectation (Q2229688) (← links)
- On infinitesimal generators of sublinear Markov semigroups (Q2231238) (← links)
- Gambling for resurrection and the heat equation on a triangle (Q2234319) (← links)
- A decomposition of general premium principles into risk and deviation (Q2234760) (← links)
- Periodic dynamics for nonlocal Hopfield neural networks with random initial data (Q2235458) (← links)
- BSDEs driven by \(G\)-Brownian motion with non-Lipschitz coefficients (Q2235973) (← links)
- Local wellposedness of coupled backward stochastic differential equations driven by \(G\)-Brownian motions (Q2236007) (← links)
- On nonlinear expectations and Markov chains under model uncertainty (Q2237129) (← links)
- Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs (Q2238887) (← links)
- Quantifying ambiguity bounds via time-consistent sets of indistinguishable models (Q2242978) (← links)
- Central limit theorem for linear processes generated by IID random variables under the sub-linear expectation (Q2244350) (← links)
- Equivalent conditions of complete \(p\)th moment convergence for weighted sums of i. i. d. random variables under sublinear expectations (Q2244395) (← links)
- Superreplication under model uncertainty in discrete time (Q2255006) (← links)
- Stochastic integration and differential equations for typical paths (Q2274218) (← links)
- Stability equivalence between the stochastic differential delay equations driven by \(G\)-Brownian motion and the Euler-Maruyama method (Q2274830) (← links)
