Pages that link to "Item:Q2518615"
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The following pages link to Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation (Q2518615):
Displaying 50 items.
- Stochastic calculus with respect to \(G\)-Brownian motion viewed through rough paths (Q2360844) (← 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)
- On properties of solutions to Black-Scholes-Barenblatt equations (Q2415166) (← 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)
- Local Lipschitz-\(\alpha\) mappings and applications to sublinear expectations (Q2453844) (← links)
- Stochastic target games with controlled loss (Q2454400) (← links)
- Invariant and ergodic nonlinear expectations for \(G\)-diffusion processes (Q2517256) (← links)
- Solutions of BSDEs with a kind of non-Lipschitz coefficients driven by \(G\)-Brownian motion (Q2658004) (← links)
- On stability of large-scale \(G\)-SDEs: a decomposition approach (Q2660327) (← links)
- Several different types of convergence for ND random variables under sublinear expectations (Q2663008) (← links)
- Backward stochastic differential equations driven by \(G\)-Brownian motion with double reflections (Q2664540) (← links)
- Differentiability of stochastic differential equation driven by \(d\)-dimensional \(G\)-Brownian motion with respect to the initial data (Q2666392) (← links)
- Stabilization of nonlinear systems via aperiodic intermittent stochastic noise driven by G-Brownian motion with application to epidemic models (Q2668827) (← links)
- General results on precise asymptotics under sub-linear expectations (Q2668937) (← links)
- Stochastic maximum principle for optimal control problem under G-expectation utility (Q2671497) (← links)
- Optimal unbiased estimation for maximal distribution (Q2671642) (← links)
- Convergence rate of Peng's law of large numbers under sublinear expectations (Q2671646) (← links)
- Extended conditional \(G\)-expectations and related stopping times (Q2671652) (← links)
- The laws of large numbers for Pareto-type random variables under sub-linear expectation (Q2689736) (← links)
- Practical stability with respect to a part of the variables of stochastic differential equations driven by G-Brownian motion (Q2694486) (← links)
- A universal robust limit theorem for nonlinear Lévy processes under sublinear expectation (Q2699278) (← links)
- Robust retirement and life insurance with inflation risk and model ambiguity (Q2700072) (← links)
- Stochastic maximum principle for stochastic recursive optimal control problem under volatility ambiguity (Q2799360) (← links)
- Square-mean pseudo almost automorphic mild solutions for stochastic evolution equations driven by<i>G</i>-Brownian motion (Q2814786) (← links)
- General laws of large numbers under sublinear expectations (Q2816870) (← links)
- Portfolio optimization with ambiguous correlation and stochastic volatilities (Q2820186) (← links)
- Nonlinear Lévy processes and their characteristics (Q2826754) (← links)
- Stochastic optimal control problems under G-expectation (Q2857152) (← links)
- Chaotic expansion in the \(G\)-expectation space (Q2864641) (← links)
- Approximation Theorem for Stochastic Differential Equations Driven by G-Brownian Motion (Q2909976) (← links)
- Hilbert transform of G-Brownian local time (Q2930237) (← links)
- Stochastic Motion Under G-Framework: I. Nelson Stochastic Derivatives (Q2937466) (← links)
- A general strong law of large numbers for non-additive probabilities and its applications (Q2953561) (← links)
- Stability of square-mean almost automorphic mild solutions to impulsive stochastic differential equations driven by <i>G</i>-Brownian motion (Q3386603) (← 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)
- G-Brownian Motion as Rough Paths and Differential Equations Driven by G-Brownian Motion (Q4568485) (← links)
- On relaxed stochastic optimal control for stochastic differential equations driven by G-Brownian motion (Q4603443) (← links)
- Exponential stability of neutral stochastic functional differential equations driven by G-Brownian motion (Q4631057) (← 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)
