Pages that link to "Item:Q2812014"
From MaRDI portal
The following pages link to A complete representation theorem for <i>G</i>-martingales (Q2812014):
Displaying 37 items.
- Uniqueness of the representation for \(G\)-martingales with finite variation (Q428638) (← links)
- Independence under the \(G\)-expectation framework (Q471533) (← links)
- On the existence and uniqueness of solutions to stochastic differential equations driven by \(G\)-Brownian motion with integral-Lipschitz coefficients (Q477470) (← links)
- A stochastic recursive optimal control problem under the G-expectation framework (Q486239) (← links)
- Martingale representation theorem for the \(G\)-expectation (Q550131) (← links)
- An \(\alpha\)-stable limit theorem under sublinear expectation (Q726751) (← links)
- Maximum principle for forward-backward stochastic control system under \(G\)-expectation and relation to dynamic programming (Q898994) (← links)
- \(G\)-expectation weighted Sobolev spaces, backward SDE and path dependent PDE (Q904206) (← links)
- Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation (Q1615909) (← links)
- Moral hazard under ambiguity (Q1626505) (← links)
- Supermartingale decomposition theorem under \(G\)-expectation (Q1663870) (← links)
- Martingale problem under nonlinear expectations (Q1744199) (← links)
- Properties of \(G\)-martingales with finite variation and the application to \(G\)-Sobolev spaces (Q2000140) (← links)
- Forward-backward stochastic differential equations driven by \(G\)-Brownian motion (Q2008895) (← links)
- Stochastic optimization theory of backward stochastic differential equations driven by G-Brownian motion (Q2015746) (← links)
- Exponential stability of solutions to stochastic differential equations driven by \(G\)-Lévy process (Q2040998) (← links)
- Reflected forward-backward stochastic differential equations driven by \(G\)-Brownian motion with continuous monotone coefficients (Q2085993) (← links)
- Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion (Q2148456) (← links)
- Local wellposedness of coupled backward stochastic differential equations driven by \(G\)-Brownian motions (Q2236007) (← links)
- Martingale representation theorem for set-valued martingales (Q2258947) (← links)
- Optimal control with delayed information flow of systems driven by \(G\)-Brownian motion (Q2296119) (← links)
- Successive approximation of SFDEs with finite delay driven by \(G\)-Brownian motion (Q2318923) (← links)
- Reduced-form framework under model uncertainty (Q2330468) (← links)
- Robust mean-variance hedging via \(G\)-expectation (Q2419972) (← links)
- Path independence of additive functionals for stochastic differential equations under \(G\)-framework (Q2420753) (← links)
- Backward stochastic differential equations driven by \(G\)-Brownian motion (Q2434501) (← links)
- Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion (Q2434760) (← links)
- Second order backward stochastic differential equations with quadratic growth (Q2447731) (← links)
- Optimal contract for the principal-agent under Knightian uncertainty (Q2656889) (← links)
- Zero-sum path-dependent stochastic differential games in weak formulation (Q2657913) (← links)
- Reduced-form framework for multiple ordered default times under model uncertainty (Q2680389) (← links)
- A representation theorem for smooth Brownian martingales (Q2833694) (← links)
- Neutral stochastic partial functional integro-differential equations driven by \(G\)-Brownian motion (Q4972919) (← links)
- Delay feedback stabilisation of stochastic differential equations driven by <i>G</i>-Brownian motion (Q5043505) (← links)
- \(G\)-stochastic maximum principle for risk-sensitive control problem and its applications (Q6149347) (← links)
- Reflected backward stochastic differential equations driven by \(G\)-Brownian motion under monotonicity condition (Q6556252) (← links)
- New challenges in the interplay between finance and insurance. Abstracts from the workshop held October 1--6, 2023 (Q6613388) (← links)
