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.

• Almost sure exponential stability of nonlinear stochastic delay hybrid systems driven by \(G\)-Brownian motion (Q2098266) (← links)
• On boundedness and convergence of solutions for neutral stochastic functional differential equations driven by G-Brownian motion (Q2114294) (← 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)
• Null controllability results for stochastic delay systems with delayed perturbation of matrices (Q2122877) (← links)
• Existence, uniqueness and continuous dependence of solutions to conformable stochastic differential equations (Q2123017) (← links)
• Backward stochastic differential equations with regime-switching and sublinear expectations (Q2132537) (← 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)
• Path independence of the additive functionals for stochastic differential equations driven by \(G\)-Lévy processes (Q2165736) (← links)
• Local time and Tanaka formula of \(G\)-martingales (Q2181563) (← links)
• A generalized stochastic differential utility driven by \(G\)-Brownian motion (Q2190068) (← 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)
• Controllability and optimal control for a class of time-delayed fractional stochastic integro-differential systems (Q2234292) (← links)
• A decomposition of general premium principles into risk and deviation (Q2234760) (← 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)
• Central limit theorem for linear processes generated by IID random variables under the sub-linear expectation (Q2244350) (← links)
• The cocycle property of stochastic differential equations driven by \(G\)-Brownian motion (Q2261968) (← links)
• Dynkin's formula under the \(G\)-expectation (Q2267636) (← links)
• A hypothesis-testing perspective on the \(G\)-normal distribution theory (Q2288768) (← links)
• Conditional nonlinear expectations (Q2289810) (← links)
• Another form of Chover's law of the iterated logarithm under sub-linear expectations (Q2293121) (← links)
• Convergence to a self-normalized G-Brownian motion (Q2296092) (← links)
• Law of large numbers and central limit theorem under nonlinear expectations (Q2296125) (← links)
• On some conditions for strong law of large numbers for weighted sums of END random variables under sublinear expectations (Q2296565) (← links)
• Some types of convergence for negatively dependent random variables under sublinear expectations (Q2296594) (← links)
• The PDEs and numerical scheme for derivatives under uncertainty volatility (Q2298029) (← links)
• Spatial and temporal white noises under sublinear \(G\)-expectation (Q2301202) (← links)
• Variable exponent function spaces related to a sublinear expectation (Q2303078) (← links)
• Normal approximation by Stein's method under sublinear expectations (Q2309589) (← links)
• Retracted: Sublinear expectation nonlinear regression for the financial risk measurement and management (Q2312223) (← links)
• Successive approximation of SFDEs with finite delay driven by \(G\)-Brownian motion (Q2318923) (← links)
• Jensen inequality for superlinear expectations (Q2322629) (← links)
• Complete convergence for arrays of rowwise END random variables and its statistical applications under sub-linear expectations (Q2325318) (← links)
• Pantograph stochastic differential equations driven by \(G\)-Brownian motion (Q2325915) (← links)
• Lévy's martingale characterization and reflection principle of \(G\)-Brownian motion (Q2325965) (← links)
• Jensen's inequality for backward SDEs driven by \(G\)-Brownian motion (Q2346319) (← links)
• Minimal supersolutions of BSDEs under volatility uncertainty (Q2347450) (← links)
• Donsker's invariance principle under the sub-linear expectation with an application to Chung's law of the iterated logarithm (Q2354572) (← links)
• A central limit theorem for \(m\)-dependent random variables under sublinear expectations (Q2355358) (← links)
• Multi-dimensional central limit theorems and laws of large numbers under sublinear expectations (Q2355453) (← links)
• Strong law of large numbers for upper set-valued and fuzzy-set valued probability (Q2356555) (← links)