The following pages link to (Q5436616):
Displaying 50 items.
- Stochastic optimal control problem with obstacle constraints in sublinear expectation framework (Q2275319) (← links)
- Pathwise superhedging on prediction sets (Q2282966) (← links)
- A hypothesis-testing perspective on the \(G\)-normal distribution theory (Q2288768) (← links)
- Market delay and \(G\)-expectations (Q2289806) (← links)
- Convergence to a self-normalized G-Brownian motion (Q2296092) (← links)
- Good deal hedging and valuation under combined uncertainty about drift and volatility (Q2296106) (← links)
- Financial asset price bubbles under model uncertainty (Q2296108) (← links)
- Optimal control with delayed information flow of systems driven by \(G\)-Brownian motion (Q2296119) (← links)
- Law of large numbers and central limit theorem under nonlinear expectations (Q2296125) (← links)
- Affine processes under parameter uncertainty (Q2296126) (← 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)
- Game-theoretic derivation of upper hedging prices of multivariate contingent claims and submodularity (Q2300963) (← links)
- Spatial and temporal white noises under sublinear \(G\)-expectation (Q2301202) (← links)
- \(G\)-neutral stochastic differential equations with variable delay and non-Lipschitz coefficients (Q2301355) (← links)
- A semigroup approach to nonlinear Lévy processes (Q2301490) (← 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)
- 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)
- Machine learning approximation algorithms for high-dimensional fully nonlinear partial differential equations and second-order backward stochastic differential equations (Q2327815) (← links)
- Reduced-form framework under model uncertainty (Q2330468) (← links)
- A strong law of large numbers for weighted sums of i.i.d. random variables under capacities (Q2336408) (← links)
- Jensen's inequality for backward SDEs driven by \(G\)-Brownian motion (Q2346319) (← links)
- Minimal supersolutions of BSDEs under volatility uncertainty (Q2347450) (← links)
- Feynman-Kac representation for Hamilton-Jacobi-Bellman IPDE (Q2354152) (← links)
- Randomized and backward SDE representation for optimal control of non-Markovian SDEs (Q2354894) (← links)
- A central limit theorem for \(m\)-dependent random variables under sublinear expectations (Q2355358) (← links)
- Strong law of large numbers for upper set-valued and fuzzy-set valued probability (Q2356555) (← links)
- Stochastic calculus with respect to \(G\)-Brownian motion viewed through rough paths (Q2360844) (← links)
- Jensen's inequality for \(g\)-convex function under \(g\)-expectation (Q2380767) (← links)
- Equilibrium prices and trade under ambiguous volatility (Q2403447) (← links)
- Asymptotical boundedness and stability for stochastic differential equations with delay driven by \(G\)-Brownian motion (Q2411138) (← links)
- Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables under sub-linear expectation (Q2412858) (← links)
- On the asymptotic approximation of inverse moment under sub-linear expectations (Q2413992) (← links)
- Quasi-sure exponential stabilization of stochastic systems induced by \(G\)-Brownian motion with discrete time feedback control (Q2414822) (← links)
- On properties of solutions to Black-Scholes-Barenblatt equations (Q2415166) (← links)
- Robust mean-variance hedging via \(G\)-expectation (Q2419972) (← links)
- Path independence of additive functionals for stochastic differential equations under \(G\)-framework (Q2420753) (← links)
- Risk measuring under model uncertainty (Q2428050) (← links)
- Backward stochastic differential equations driven by \(G\)-Brownian motion (Q2434501) (← links)
- Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion (Q2434760) (← links)
- Minimal supersolutions of convex BSDEs (Q2434909) (← links)
- Ambiguous volatility, possibility and utility in continuous time (Q2441233) (← links)
- Constructing sublinear expectations on path space (Q2447703) (← links)
- Stochastic target games with controlled loss (Q2454400) (← links)
- BSDE, path-dependent PDE and nonlinear Feynman-Kac formula (Q2629534) (← links)
- Solutions of BSDEs with a kind of non-Lipschitz coefficients driven by \(G\)-Brownian motion (Q2658004) (← links)
