Pages that link to "Item:Q2084896"
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The following pages link to Stochastic representation under \(g\)-expectation and applications: the discrete time case (Q2084896):
Displaying 7 items.
- Numerical schemes for \(G\)-expectations (Q392683) (← links)
- On the integral representation of \(g\)-expectations (Q974028) (← links)
- A stochastic representation theorem with applications to optimization and obstacle problems. (Q1879876) (← links)
- Optimal multiple stopping problems under \(g\)-expectation (Q2128626) (← links)
- On the integral representation of \(g\)-expectations with terminal constraints (Q2400639) (← links)
- A generalized Girsanov transformation of finite state stochastic processes in discrete time (Q2444373) (← links)
- Stochastic representation under g-expectation and applications: the discrete time case (Q6388697) (← links)