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The following pages link to Uniqueness of the representation for $G$-martingales with finite variation (Q428638):

Displaying 27 items.

A law of large numbers under the nonlinear expectation (Q277070) (← links)
Quasi-continuous random variables and processes under the $G$-expectation framework (Q288838) (← 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)
$k$-sample upper expectation linear regression-modeling, identifiability, estimation and prediction (Q899350) (← 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)
Supermartingale decomposition theorem under $G$-expectation (Q1663870) (← links)
Characterizations of processes with stationary and independent increments under $G$-expectation (Q1943328) (← links)
Properties of $G$-martingales with finite variation and the application to $G$-Sobolev spaces (Q2000140) (← links)
Path independence of the additive functionals for stochastic differential equations driven by $G$-Lévy processes (Q2165736) (← links)
Optimal control with delayed information flow of systems driven by $G$-Brownian motion (Q2296119) (← links)
$G$-neutral stochastic differential equations with variable delay and non-Lipschitz coefficients (Q2301355) (← links)
Retracted: Sublinear expectation nonlinear regression for the financial risk measurement and management (Q2312223) (← links)
Stochastic calculus with respect to $G$-Brownian motion viewed through rough paths (Q2360844) (← 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)
Constructing sublinear expectations on path space (Q2447703) (← links)
Zero-sum path-dependent stochastic differential games in weak formulation (Q2657913) (← links)
A complete representation theorem for <i>G</i>-martingales (Q2812014) (← links)
Bounded plateau and Weierstrass martingales with infinite variation in each direction (Q4944764) (← links)
Improved Results on Stabilization of $G$-SDEs by Feedback Control Based on Discrete-Time Observations (Q4992019) (← links)
Distributed Consensus and Convergence Rate Analysis of Multiagent Systems with Noises under $G$-Expectation (Q5009770) (← links)
Asymptotic estimates for the solution of stochastic differential equations driven By G-Brownian motion (Q5375928) (← links)
Convergence of the Euler-Maruyama method for stochastic differential equations driven by $G$-Brownian motion (Q6614551) (← links)