Pages that link to "Item:Q550131"
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The following pages link to Martingale representation theorem for the \(G\)-expectation (Q550131):
Displaying 23 items.
- Existence of relaxed stochastic optimal control for <i>G</i>-SDEs with controlled jumps (Q5876580) (← links)
- Discrete‐time approximation for stochastic optimal control problems under the <i>G</i>‐expectation framework (Q6053701) (← links)
- An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix (Q6072101) (← links)
- Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problem under volatility uncertainty (Q6081020) (← links)
- Quadratic BSDEs with mean reflection driven by G-brownian motion (Q6090805) (← links)
- Non-linear affine processes with jumps (Q6090956) (← links)
- Forward-backward stochastic differential equations driven by \(G\)-Brownian motion under weakly coupling condition (Q6097700) (← links)
- Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents (Q6104000) (← links)
- \(G\)-stochastic maximum principle for risk-sensitive control problem and its applications (Q6149347) (← links)
- G-Gaussian processes under sublinear expectations and \(q \)-Brownian motion in quantum mechanics (Q6164095) (← links)
- First-Order Pontryagin Maximum Principle for Risk-Averse Stochastic Optimal Control Problems (Q6173808) (← links)
- Generalized Feynman-Kac formula under volatility uncertainty (Q6184921) (← links)
- Multi-dimensional mean-reflected BSDEs driven by \(G\)-Brownian motion with time-varying non-Lipschitz coefficients (Q6192583) (← links)
- Asymptotic behaviors for delay Lotka-Volterra model disturbed by \(G\)-Brownian motion (Q6534482) (← 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)
- BSDEs driven by \(G\)-Brownian motion under degenerate case and its application to the regularity of fully nonlinear PDEs (Q6567164) (← links)
- On mean field stochastic differential equations driven by \(G\)-Brownian motion with averaging principle (Q6586791) (← links)
- New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023 (Q6613388) (← links)
- Convergence of the Euler-Maruyama method for stochastic differential equations driven by \(G\)-Brownian motion (Q6614551) (← links)
- Stochastic averaging principle for neutral stochastic functional differential equations driven by \(\mathrm{G}\)-Lévy process (Q6630821) (← links)
- Robust asymptotic insurance-finance arbitrage (Q6649326) (← links)
