Pages that link to "Item:Q2483722"
From MaRDI portal
The following pages link to Nonlinear expectations and nonlinear Markov chains (Q2483722):
Displaying 39 items.
- Jensen's inequality for backward SDEs driven by \(G\)-Brownian motion (Q2346319) (← links)
- Jensen's inequality for \(g\)-convex function under \(g\)-expectation (Q2380767) (← links)
- Complete convergence and complete moment convergence for weighted sums of extended negatively dependent random variables under sub-linear expectation (Q2412858) (← 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)
- Ambiguous volatility, possibility and utility in continuous time (Q2441233) (← links)
- Local Lipschitz-\(\alpha\) mappings and applications to sublinear expectations (Q2453844) (← links)
- Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation (Q2518615) (← 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)
- Stochastic maximum principle for optimal control problem under G-expectation utility (Q2671497) (← links)
- Optimal unbiased estimation for maximal distribution (Q2671642) (← links)
- Markov risk mappings and risk-sensitive optimal prediction (Q2699029) (← links)
- Nonlinear expectations and limit theorems (Q2928745) (← links)
- A general comparison theorem for backward stochastic differential equations (Q3059700) (← links)
- Homeomorphism flows for SDEs driven by G-Brownian motion with non-Lipschitz coefficients (Q4965640) (← links)
- On Monotonicity and Order-Preservation for Multidimensional<i>G</i>-Diffusion Processes (Q4981995) (← links)
- Distributional Uncertainty of the Financial Time Series Measured by $G$-Expectation (Q5034429) (← links)
- Strong laws of large numbers for weighted sums of extended negatively dependent random variables under sub-linear expectations (Q5079851) (← links)
- A sufficient and necessary condition of PS-ergodicity of periodic measures and generated ergodic upper expectations (Q5130943) (← links)
- Prokhorov Distance with Rates of Convergence under Sublinear Expectations (Q5150159) (← links)
- Ergodicity of Sublinear Markovian Semigroups (Q5155618) (← links)
- Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs (Q5162913) (← links)
- Extension and Application of Itô's Formula Under<i>G</i>-Framework (Q5305283) (← links)
- Non-linear expectations in spaces of Colombeau generalized functions (Q5378405) (← links)
- General Martingale Characterization of<i>G</i>-Brownian Motion (Q5746992) (← links)
- Dynamic programming principle and Hamilton-Jacobi-Bellman equation under nonlinear expectation (Q5864584) (← links)
- Complete convergence and complete moment convergence for arrays of rowwise negatively dependent random variables under sub-linear expectations (Q5877848) (← links)
- Markov chains under nonlinear expectation (Q6054140) (← links)
- On the averaging principle for stochastic differential equations driven by \(G\)-Lévy process (Q6101734) (← links)
- \(G\)-stochastic maximum principle for risk-sensitive control problem and its applications (Q6149347) (← links)
- Linear regression under model uncertainty (Q6149350) (← links)
- G-Gaussian processes under sublinear expectations and \(q \)-Brownian motion in quantum mechanics (Q6164095) (← links)
- A generalized stochastic process: fractional \(G\)-Brownian motion (Q6164852) (← links)
- Survey on path-dependent PDEs (Q6183904) (← links)
- Reflected backward stochastic differential equations driven by \(G\)-Brownian motion under monotonicity condition (Q6556252) (← links)
- BSDEs driven by \(G\)-Brownian motion under degenerate case and its application to the regularity of fully nonlinear PDEs (Q6567164) (← links)
- A conditional version of the second fundamental theorem of asset pricing in discrete time (Q6581628) (← links)
- The convergence properties for randomly weighted sums of widely negative dependent random variables under sub-linear expectations with related statistical applications (Q6648831) (← links)