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.

• Exponential stability of solutions to impulsive stochastic differential equations driven by \(G\)-Brownian motion (Q258299) (← links)
• Quasi-continuous random variables and processes under the \(G\)-expectation framework (Q288838) (← links)
• Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications (Q294511) (← links)
• Strong laws of large numbers for sub-linear expectations (Q295129) (← links)
• Super-replication with nonlinear transaction costs and volatility uncertainty (Q303967) (← links)
• Uncertainty orders on the sublinear expectation space (Q317860) (← links)
• Numerical simulations for \(G\)-Brownian motion (Q335585) (← links)
• Dynamic programming principle for stochastic recursive optimal control problem driven by a \(G\)-Brownian motion (Q347470) (← links)
• Duality and convergence for binomial markets with friction (Q354186) (← links)
• Multiple \(G\)-Itō integral in \(G\)-expectation space (Q373435) (← links)
• Random \(G\)-expectations (Q373831) (← links)
• On representation theorem of sublinear expectation related to \(G\)-Lévy process and paths of \(G\)-Lévy process (Q385081) (← links)
• Independence under the \(G\)-expectation framework (Q471533) (← links)
• How big are the increments of \(G\)-Brownian motion? (Q477151) (← links)
• Integration with respect to the \(G\)-Brownian local time (Q482726) (← links)
• A stochastic recursive optimal control problem under the G-expectation framework (Q486239) (← links)
• Asymptotic sequential Rademacher complexity of a finite function class (Q517475) (← links)
• The scaling limit of superreplication prices with small transaction costs in the multivariate case (Q522060) (← links)
• Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm (Q525907) (← links)
• Some properties on \(G\)-evaluation and its applications to \(G\)-martingale decomposition (Q547363) (← links)
• The Tychonoff uniqueness theorem for the \(G\)-heat equation (Q547391) (← links)
• Stopping times and related Itô's calculus with \(G\)-Brownian motion (Q550162) (← links)
• Properties of hitting times for \(G\)-martingales and their applications (Q555022) (← links)
• Large deviations for stochastic differential equations driven by \(G\)-Brownian motion (Q607275) (← links)
• Central limit theorem for capacities (Q609382) (← links)
• Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths (Q623470) (← links)
• A general central limit theorem under sublinear expectations (Q625805) (← links)
• Inf-convolution of \(G\)-expectations (Q625814) (← links)
• Kunita-Watanabe inequalities and Tanaka formula for multi-dimensional G-Brownian motion (Q628946) (← links)
• A note on the stochastic differential equations driven by \(G\)-Brownian motion (Q633052) (← links)
• Weak approximation of \(G\)-expectations (Q665446) (← links)
• Central limit theorems for bounded random variables under belief measures (Q681767) (← links)
• Local time and Tanaka formula for the \(G\)-Brownian motion (Q691837) (← links)
• Explicit solutions of the \(G\)-heat equation for a class of initial conditions (Q714486) (← links)
• A note on \(p\)th moment estimates for stochastic functional differential equations in the framework of G-Brownian motion (Q724921) (← links)
• Self-normalized moderate deviation and laws of the iterated logarithm under \(G\)-expectation (Q726691) (← links)
• Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion (Q734638) (← links)
• Robust superhedging with jumps and diffusion (Q744974) (← links)
• Optimal stopping under adverse nonlinear expectation and related games (Q748312) (← links)
• Gradient estimates for nonlinear diffusion semigroups by coupling methods (Q829444) (← links)
• Invariance principles for the law of the iterated logarithm under \(G\)-framework (Q889816) (← links)
• Maximum principle for forward-backward stochastic control system under \(G\)-expectation and relation to dynamic programming (Q898994) (← links)
• Central limit theorem under uncertain linear transformations (Q900948) (← links)
• \(G\)-expectation weighted Sobolev spaces, backward SDE and path dependent PDE (Q904206) (← links)
• On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion (Q1036931) (← links)
• The minimal sublinear expectations and their related properties (Q1041533) (← links)
• Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations (Q1042988) (← links)
• Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation (Q1615909) (← links)
• Strong laws of large numbers for sublinear expectation under controlled 1st moment condition (Q1624195) (← links)
• Stabilization of stochastic differential equations driven by \(G\)-Brownian motion with feedback control based on discrete-time state observation (Q1626873) (← links)