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The following pages link to Theory, methods and meaning of nonlinear expectation theory (Q5063767):

Displaying 14 items.

Exponential stability of SDEs driven by $G$-Brownian motion with delayed impulsive effects: average impulsive interval approach (Q1756827) (← links)
Stability analysis of stochastic pantograph multi-group models with dispersal driven by $G$-Brownian motion (Q2009387) (← links)
Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by $G$-Brownian motion (Q2148456) (← links)
Stability equivalence between the stochastic differential delay equations driven by $G$-Brownian motion and the Euler-Maruyama method (Q2274830) (← links)
Pantograph stochastic differential equations driven by $G$-Brownian motion (Q2325915) (← links)
Quasi-sure exponential stabilization of stochastic systems induced by $G$-Brownian motion with discrete time feedback control (Q2414822) (← links)
Path independence of additive functionals for stochastic differential equations under $G$-framework (Q2420753) (← links)
Optimal contract for the principal-agent under Knightian uncertainty (Q2656889) (← links)
Stabilisation of stochastic multi-group models driven by G-Brownian motion via delay feedback control (Q5012680) (← links)
Stabilisation of SDEs and applications to synchronisation of stochastic neural network driven by G-Brownian motion with state-feedback control (Q5027935) (← links)
Distributional Uncertainty of the Financial Time Series Measured by $G$-Expectation (Q5034429) (← links)
Delay feedback stabilisation of stochastic differential equations driven by G-Brownian motion (Q5043505) (← links)
APPLICATION OF NONLINEAR DYNAMIC EXPECTATION AND STOCHASTIC DIFFERENTIAL EQUATION IN VALUATION AND FINANCING RISK MEASUREMENT OF TECHNOLOGY-BASED SMALL AND MEDIUM-SIZED ENTERPRISES (Q5070756) (← links)
Asymptotical boundedness for stochastic coupled systems on networks with time-varying delay driven by G-Brownian motion (Q5197928) (← links)