Pages that link to "Item:Q550162"

The following pages link to Stopping times and related Itô's calculus with \(G\)-Brownian motion (Q550162):

Displaying 50 items.

• Existence and stability of solutions to highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion (Q2314139) (← links)
• Successive approximation of SFDEs with finite delay driven by \(G\)-Brownian motion (Q2318923) (← links)
• G-Doob-Meyer decomposition and its applications in bid-ask pricing for derivatives under Knightian uncertainty (Q2336966) (← links)
• On the comparison theorem for multi-dimensional \(G\)-SDEs (Q2339520) (← links)
• Stochastic calculus with respect to \(G\)-Brownian motion viewed through rough paths (Q2360844) (← links)
• Equilibrium prices and trade under ambiguous volatility (Q2403447) (← links)
• Quasi-sure exponential stabilization of stochastic systems induced by \(G\)-Brownian motion with discrete time feedback control (Q2414822) (← 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)
• Stochastic maximum principle for optimal control with multiple priors (Q2440025) (← links)
• Constructing sublinear expectations on path space (Q2447703) (← links)
• Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation (Q2518615) (← links)
• On stability of large-scale \(G\)-SDEs: a decomposition approach (Q2660327) (← links)
• Differentiability of stochastic differential equation driven by \(d\)-dimensional \(G\)-Brownian motion with respect to the initial data (Q2666392) (← links)
• Stochastic maximum principle for optimal control problem under G-expectation utility (Q2671497) (← links)
• Extended conditional \(G\)-expectations and related stopping times (Q2671652) (← links)
• Practical stability with respect to a part of the variables of stochastic differential equations driven by G-Brownian motion (Q2694486) (← links)
• Hilbert transform of G-Brownian local time (Q2930237) (← links)
• Robust stability and boundedness of stochastic differential equations with delay driven by <i>G</i>-Brownian motion (Q3386588) (← links)
• Almost Periodic Solutions for Stochastic Differential Equations Driven By G-Brownian Motion (Q3462371) (← links)
• Stochastic optimal control problem with infinite horizon driven by <i>G</i>-Brownian motion (Q4554119) (← links)
• Stochastic differential equations for random matrices processes in the nonlinear framework (Q4554814) (← links)
• Ergodic BSDEs driven by G-Brownian motion and applications (Q4561046) (← links)
• Stability of neutral stochastic functional differential equations with Markovian switching driven by <i>G</i>-Brownian motion (Q4689876) (← links)
• Stabilisation of stochastic differential equations driven by <i>G</i>-Brownian motion via aperiodically intermittent control (Q4960187) (← links)
• Homeomorphism flows for SDEs driven by G-Brownian motion with non-Lipschitz coefficients (Q4965640) (← links)
• Improved Results on Stabilization of $G$-SDEs by Feedback Control Based on Discrete-Time Observations (Q4992019) (← links)
• Stability analysis of Hopfield neural networks with unbounded delay driven by G-Brownian motion (Q5027388) (← links)
• Stability for stochastic reaction–diffusion systems driven by <i>G</i>-Brownian motion (Q5095525) (← links)
• Rough path analysis for local time of <i>G</i>-Brownian motion (Q5106742) (← links)
• Quasi-sure exponential stability and stabilisation of stochastic delay differential equations under <i>G</i>-expectation framework (Q5165301) (← links)
• Probabilistic Solutions for a Class of Path-Dependent Hamilton-Jacobi-Bellman Equations (Q5298846) (← links)
• Stability analysis of impulsive stochastic Cohen–Grossberg neural networks driven by <i>G</i>-Brownian motion (Q5375893) (← links)
• Asymptotic estimates for the solution of stochastic differential equations driven By G-Brownian motion (Q5375928) (← links)
• Reflected stochastic differential equations driven by G-Brownian motion in non-convex domains (Q5384790) (← links)
• Mean-field backward stochastic differential equations driven by <i>G</i>-Brownian motion with uniformly continuous coefficients (Q5867300) (← links)
• Quadratic BSDEs with mean reflection driven by G-brownian motion (Q6090805) (← links)
• Stability analysis for a class of stochastic delay nonlinear systems driven by G-Lévy process (Q6101717) (← links)
• A deviation inequality for increment of a \(G\)-Brownian motion under \(G\)-expectation and applications (Q6110094) (← links)
• Stability with respect to a part of the variables of stochastic nonlinear systems driven by G-Brownian motion (Q6134185) (← links)
• \(G\)-stochastic maximum principle for risk-sensitive control problem and its applications (Q6149347) (← links)
• Boundedness analysis of neutral stochastic systems driven by \(G\)-Brownian motion (Q6192762) (← links)
• \(G\)-forward performance process and representation of homothetic case via ergodic quadratic \(G\)-BSDE (Q6543813) (← links)
• Pricing interest rate derivatives under volatility uncertainty (Q6549593) (← links)
• Reflected backward stochastic differential equations driven by \(G\)-Brownian motion under monotonicity condition (Q6556252) (← links)
• Harnack inequalities for \(G\)-SDEs with multiplicative noise (Q6564804) (← links)
• Two-stage stochastic optimal control problem under \(G\)-expectation (Q6577537) (← links)
• Multi-dimensional reflected backward stochastic differential equations driven by \(G\)-Brownian motion with diagonal generators (Q6592150) (← links)
• Delay-dependent stability of a class of stochastic delay systems driven by G-Brownian motion (Q6598843) (← links)
• Nonparametric estimation for periodic stochastic differential equations driven by \(G\)-Brownian motion (Q6606017) (← links)