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.

• Neutral stochastic partial functional integro-differential equations driven by \(G\)-Brownian motion (Q4972919) (← links)
• The modulus of continuity theorem for <font><i>G</i></font>-Brownian motion (Q4976236) (← links)
• (Q4988574) (← links)
• <i>G</i>-expected utility maximization with ambiguous equicorrelation (Q4991082) (← links)
• Distributed Consensus and Convergence Rate Analysis of Multiagent Systems with Noises under $G$-Expectation (Q5009770) (← links)
• Stability of solutions of Caputo fractional stochastic differential equations (Q5009863) (← links)
• Stabilisation of stochastic multi-group models driven by <i>G</i>-Brownian motion via delay feedback control (Q5012680) (← links)
• Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems (Q5013561) (← links)
• Stability analysis of Hopfield neural networks with unbounded delay driven by G-Brownian motion (Q5027388) (← links)
• Stabilisation of SDEs and applications to synchronisation of stochastic neural network driven by <i>G</i>-Brownian motion with state-feedback control (Q5027935) (← links)
• Distributional Uncertainty of the Financial Time Series Measured by $G$-Expectation (Q5034429) (← links)
• Strong convergence for weighted sums of END random variables under the sub-linear expectations (Q5039820) (← links)
• Delay feedback stabilisation of stochastic differential equations driven by <i>G</i>-Brownian motion (Q5043505) (← links)
• Maximally Distributed Random Fields under Sublinear Expectation (Q5050091) (← links)
• Strong law of large numbers under moment restrictions in sublinear expectation spaces (Q5057343) (← links)
• Upper bounds for ruin probabilities under model uncertainty (Q5076913) (← links)
• Complete integral convergence for arrays of row-wise extended independent random variables under Sub-linear expectations (Q5078046) (← links)
• Complete convergence for weighted sums of negatively dependent random variables under the sub-linear expectations (Q5078422) (← links)
• Complete and complete moment convergence for weighted sums of arrays of rowwise negatively dependent random variables under the sub-linear expectations (Q5079062) (← links)
• Strong laws of large numbers for weighted sums of extended negatively dependent random variables under sub-linear expectations (Q5079851) (← links)
• An invariance principle of strong law of large numbers under nonadditive probabilities (Q5079950) (← links)
• Complete and complete integral convergence for arrays of row wise widely negative dependent random variables under the sub-linear expectations (Q5081039) (← links)
• Complete convergence theorem for negatively dependent random variables under sub-linear expectations (Q5081050) (← links)
• Multi-dimensional BSDEs driven by <i>G</i>-Brownian motion and related system of fully nonlinear PDEs (Q5086509) (← links)
• Robust Consumption-Investment with Return Ambiguity: A Dual Approach with Volatility Ambiguity (Q5097217) (← links)
• Rough path analysis for local time of <i>G</i>-Brownian motion (Q5106742) (← links)
• On complete convergence for extended independent random variables under sub-linear expectations (Q5108981) (← links)
• (Q5147416) (← links)
• Complete convergence for weighted sums of extended negatively dependent random variables under sub-linear expectations (Q5154110) (← links)
• A complete convergence theorem for weighted sums under the sub-linear expectations (Q5158206) (← links)
• Asymptotical boundedness for stochastic coupled systems on networks with time-varying delay driven by <i>G</i>-Brownian motion (Q5197928) (← links)
• The <i>p</i>-th moment stability of solutions to impulsive stochastic differential equations driven by <i>G</i>-Brownian motion (Q5269391) (← 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)
• Non-linear expectations in spaces of Colombeau generalized functions (Q5378405) (← links)
• The application of multi-dimensional Jensen’s inequality for <i>G</i>-martingale (Q5379270) (← links)
• Reflected stochastic differential equations driven by G-Brownian motion in non-convex domains (Q5384790) (← links)
• General Martingale Characterization of<i>G</i>-Brownian Motion (Q5746992) (← links)
• Stabilisation of multi-weights stochastic complex networks with time-varying delay driven by <i>G</i>-Brownian motion via aperiodically intermittent adaptive control (Q5855320) (← links)
• Exponential inequalities under sub-linear expectations with applications to strong law of large numbers (Q5863661) (← links)
• Dynamic programming principle and Hamilton-Jacobi-Bellman equation under nonlinear expectation (Q5864584) (← links)
• Complete convergence and complete moment convergence for negatively dependent random variables under sub-linear expectations (Q5864802) (← links)
• Complete convergence for arrays of row-wise ND random variables under sub-linear expectations (Q5866058) (← links)
• Mean-field backward stochastic differential equations driven by <i>G</i>-Brownian motion with uniformly continuous coefficients (Q5867300) (← links)
• Complete and complete integral convergence for weighted sums of arrays of rowwise widely negative dependent random variables under the sub-linear expectations (Q5875322) (← links)
• Existence of relaxed stochastic optimal control for <i>G</i>-SDEs with controlled jumps (Q5876580) (← links)
• Complete convergence and complete moment convergence for arrays of rowwise negatively dependent random variables under sub-linear expectations (Q5877848) (← links)
• Capacity inequalities and strong laws for \(m\)-widely acceptable random variables under sub-linear expectations (Q6044200) (← links)
• Discrete‐time approximation for stochastic optimal control problems under the <i>G</i>‐expectation framework (Q6053701) (← links)
• Markov chains under nonlinear expectation (Q6054140) (← links)