Pages that link to "Item:Q665446"

The following pages link to Weak approximation of \(G\)-expectations (Q665446):

Displaying 25 items.

• Duality and convergence for binomial markets with friction (Q354186) (← links)
• Numerical schemes for \(G\)-expectations (Q392683) (← links)
• The scaling limit of superreplication prices with small transaction costs in the multivariate case (Q522060) (← links)
• Martingale representation theorem for the \(G\)-expectation (Q550131) (← links)
• Self-normalized moderate deviation and laws of the iterated logarithm under \(G\)-expectation (Q726691) (← links)
• An \(\alpha\)-stable limit theorem under sublinear expectation (Q726751) (← links)
• Discrete-time probabilistic approximation of path-dependent stochastic control problems (Q744373) (← links)
• Weak approximation of second-order BSDEs (Q748313) (← links)
• On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion (Q1036931) (← links)
• Exponential stability of \(\theta\)-method for stochastic differential equations in the \(G\)-framework (Q1713167) (← links)
• Kolmogorov-type and general extension results for nonlinear expectations (Q1790167) (← links)
• Convergence and asymptotical stability of numerical solutions for neutral stochastic delay differential equations driven by \(G\)-Brownian motion (Q1993418) (← links)
• Limits of random walks with distributionally robust transition probabilities (Q2064848) (← links)
• Superreplication under model uncertainty in discrete time (Q2255006) (← links)
• Convergence to a self-normalized G-Brownian motion (Q2296092) (← links)
• A semigroup approach to nonlinear Lévy processes (Q2301490) (← links)
• Equilibrium prices and trade under ambiguous volatility (Q2403447) (← links)
• On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation (Q2412393) (← links)
• Constructing sublinear expectations on path space (Q2447703) (← links)
• Invariant and ergodic nonlinear expectations for \(G\)-diffusion processes (Q2517256) (← links)
• Utility maximization under model uncertainty in discrete time (Q2799995) (← links)
• A complete representation theorem for <i>G</i>-martingales (Q2812014) (← links)
• Hyperfinite construction of <i>G</i>-expectation (Q5086416) (← links)
• On Sets of Laws of Continuous Martingales (Q5150163) (← links)
• A monotone scheme for \(\mathrm{G}\)-equations with application to the explicit convergence rate of robust central limit theorem (Q6540466) (← links)