Pages that link to "Item:Q1663870"

The following pages link to Supermartingale decomposition theorem under \(G\)-expectation (Q1663870):

Displaying 8 items.

• A general Doob-Meyer-Mertens decomposition for \(g\)-supermartingale systems (Q287748) (← links)
• BSDEs under filtration-consistent nonlinear expectations and the corresponding decomposition theorem for \({\mathcal E}\)-supermartingales in \(L^p\) (Q350794) (← links)
• Reflected solutions of backward stochastic differential equations driven by \(G\)-Brownian motion (Q1705559) (← links)
• Reflected quadratic BSDEs driven by \(G\)-Brownian motions (Q1997195) (← links)
• Martingale inequalities under \(G\)-expectation and their applications (Q2154847) (← links)
• Reflected backward stochastic differential equation driven by \(G\)-Brownian motion with an upper obstacle (Q2229553) (← links)
• Exit times for semimartingales under nonlinear expectation (Q2229688) (← links)
• On a generalized optional decomposition theorem (Q2811115) (← links)