The following pages link to (Q4357507):
Displaying 50 items.
- Limit theorem and uniqueness theorem of backward stochastic differential equations (Q867793) (← links)
- Euler-type schemes for weakly coupled forward-backward stochastic differential equations and optimal convergence analysis (Q893337) (← links)
- \(k\)-sample upper expectation linear regression-modeling, identifiability, estimation and prediction (Q899350) (← links)
- Existence of solutions to one-dimensional BSDEs with semi-linear growth and general growth generators (Q899624) (← links)
- \(G\)-expectation weighted Sobolev spaces, backward SDE and path dependent PDE (Q904206) (← links)
- Representation theorems for quadratic \(\mathcal F\)-consistent nonlinear expectations (Q947150) (← links)
- On the integral representation of \(g\)-expectations (Q974028) (← links)
- Time consistency conditions for acceptability measures, with an application to tail value at risk (Q995498) (← links)
- Martingale characterization of \(G\)-Brownian motion (Q1001847) (← links)
- A necessary and sufficient condition for probability measures dominated by \(g\)-expectation (Q1003422) (← links)
- The relationship between risk measures and Choquet expectations in the framework of \(g\)-expectations (Q1004268) (← links)
- Maximal inequalities for \(g\)-martingales (Q1017811) (← links)
- Lenglart domination inequalities for \(g\)-expectations (Q1036610) (← links)
- Moment inequality and Hölder inequality for BSDEs (Q1036887) (← links)
- Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations (Q1042988) (← links)
- A note on Jensen's inequality for BSDEs (Q1044343) (← links)
- Jensen's inequality for \(g\)-expectation. I (Q1420171) (← links)
- Jensen's inequality for \(g\)-expectation. II (Q1420191) (← links)
- Strong laws of large numbers for sublinear expectation under controlled 1st moment condition (Q1624195) (← links)
- On optimal stopping and free boundary problems under ambiguity (Q1643751) (← links)
- Supermartingale decomposition theorem under \(G\)-expectation (Q1663870) (← links)
- Strict comparison theorems under sublinear expectations (Q1674893) (← links)
- A representation theorem for generators of BSDEs with general growth generators in \(y\) and its applications (Q1687231) (← links)
- Strong law of large numbers and Chover's law of the iterated logarithm under sub-linear expectations (Q1688834) (← links)
- Backward nonlinear expectation equations (Q1702883) (← links)
- Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application (Q1711108) (← links)
- Representation of asymptotic values for nonexpansive stochastic control systems (Q1713473) (← links)
- Decomposition of backward SLE in the capacity parametrization (Q1726837) (← links)
- The quasi-sure limit of convex combinations of nonnegative measurable functions (Q1733839) (← links)
- Jump-filtration consistent nonlinear expectations with \(\mathbb{L}^p\) domains (Q1734284) (← links)
- Three series theorem for independent random variables under sub-linear expectations with applications (Q1734914) (← links)
- On the representation for dynamically consistent nonlinear evaluations: uniformly continuous case (Q1745261) (← links)
- Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
- Choquet expectation and Peng's \(g\)-expectation (Q1781180) (← links)
- Representation theorem for generators of quadratic BSDEs (Q1782045) (← links)
- Existence, uniqueness and stability of \(L^1\) solutions for multidimensional backward stochastic differential equations with generators of one-sided Osgood type (Q1800958) (← links)
- A comonotonic theorem for backward stochastic differential equations in \(L^p\) and its applications (Q1933292) (← links)
- Forward-backward doubly stochastic differential equations and related stochastic partial differential equations (Q1934378) (← links)
- Optimal stopping under ambiguity in continuous time (Q1938957) (← links)
- Backward doubly stochastic differential equations with infinite time horizon. (Q1941787) (← links)
- The domination of \(g\)-evaluations and Choquet evaluations (Q1949671) (← links)
- \(g\)-variance (Q1956506) (← links)
- A general downcrossing inequality for \(g\)-martingales (Q1971382) (← links)
- Concentration of dynamic risk measures in a Brownian filtration (Q1999909) (← links)
- Representation theorem for generators of BSDEs driven by \(G\)-Brownian motion and its applications (Q2015381) (← links)
- Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games (Q2021394) (← links)
- The law of logarithm for arrays of random variables under sub-linear expectations (Q2023739) (← links)
- Lindeberg's central limit theorems for martingale like sequences under sub-linear expectations (Q2037543) (← links)
- The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time (Q2038277) (← links)
- Stochastic ordering by \(g\)-expectations (Q2038280) (← links)
