Pages that link to "Item:Q5933950"

The following pages link to Continuous properties of \(g\)-martingales (Q5933950):

Displaying 13 items.

• Properties of hitting times for \(G\)-martingales and their applications (Q555022) (← links)
• Filtration consistent nonlinear expectations and evaluations of contingent claims (Q705074) (← links)
• Continuity properties of Hilbert space valued martingales (Q794341) (← links)
• Backward stochastic differential equations with jumps and related nonlinear expectations (Q855683) (← links)
• Maximal inequalities for \(g\)-martingales (Q1017811) (← links)
• Supermartingale decomposition theorem under \(G\)-expectation (Q1663870) (← links)
• Jump-filtration consistent nonlinear expectations with \(\mathbb{L}^p\) domains (Q1734284) (← links)
• Properties of \(G\)-martingales with finite variation and the application to \(G\)-Sobolev spaces (Q2000140) (← links)
• Optimal multiple stopping problems under \(g\)-expectation (Q2128626) (← links)
• A probabilistic characterization of g-harmonic functions (Q2335198) (← links)
• On<i>g</i>−evaluations with domains under jump filtration (Q4607789) (← links)
• On Sets of Laws of Continuous Martingales (Q5150163) (← links)
• Extension and Application of Itô's Formula Under<i>G</i>-Framework (Q5305283) (← links)