Pages that link to "Item:Q550162"

The following pages link to Stopping times and related Itô's calculus with \(G\)-Brownian motion (Q550162):

Displaying 50 items.

• Reflected stochastic differential equations driven by \(G\)-Brownian motion with nonlinear resistance (Q256518) (← links)
• Exponential stability of solutions to impulsive stochastic differential equations driven by \(G\)-Brownian motion (Q258299) (← links)
• Lyapunov-type conditions and stochastic differential equations driven by \(G\)-Brownian motion (Q266464) (← links)
• A law of large numbers under the nonlinear expectation (Q277070) (← links)
• Quasi-continuous random variables and processes under the \(G\)-expectation framework (Q288838) (← links)
• Numerical simulations for \(G\)-Brownian motion (Q335585) (← links)
• Multiple \(G\)-Itō integral in \(G\)-expectation space (Q373435) (← links)
• Stochastic differential equations driven by \(G\)-Brownian motion and ordinary differential equations (Q404602) (← links)
• On the existence and uniqueness of solutions to stochastic differential equations driven by \(G\)-Brownian motion with integral-Lipschitz coefficients (Q477470) (← links)
• Functional solution about stochastic differential equation driven by \(G\)-Brownian motion (Q480048) (← links)
• Integration with respect to the \(G\)-Brownian local time (Q482726) (← links)
• Local time and Tanaka formula for the \(G\)-Brownian motion (Q691837) (← links)
• The \(CEV\) model and its application to financial markets with volatility uncertainty (Q724483) (← links)
• A note on \(p\)th moment estimates for stochastic functional differential equations in the framework of G-Brownian motion (Q724921) (← links)
• Maximum principle for forward-backward stochastic control system under \(G\)-expectation and relation to dynamic programming (Q898994) (← links)
• Quadratic backward stochastic differential equations driven by \(G\)-Brownian motion: discrete solutions and approximation (Q1615909) (← links)
• \(p\)-moment stability of solutions to stochastic differential equations driven by \(G\)-Brownian motion (Q1644058) (← links)
• Stability of delayed Hopfield neural networks under a sublinear expectation framework (Q1644282) (← links)
• Asymptotical boundedness for stochastic coupled systems on networks driven by \(G\)-Brownian motion (Q1645129) (← links)
• Sample path properties of \(G\)-Brownian motion (Q1659308) (← links)
• Supermartingale decomposition theorem under \(G\)-expectation (Q1663870) (← links)
• Reflected solutions of backward stochastic differential equations driven by \(G\)-Brownian motion (Q1705559) (← links)
• An integration by parts type formula for stopping times and its application (Q1707041) (← links)
• Existence and stability of solutions to non-linear neutral stochastic functional differential equations in the framework of G-Brownian motion (Q1710114) (← links)
• Viability for stochastic differential equations driven by \(G\)-Brownian motion (Q1721919) (← links)
• Existence of solution for stochastic differential equations driven by \(G\)-Lévy process with discontinuous coefficients (Q1726216) (← links)
• Martingale problem under nonlinear expectations (Q1744199) (← links)
• Itô's calculus under sublinear expectations via regularity of PDEs and rough paths (Q1747795) (← links)
• Exponential stability of SDEs driven by \(G\)-Brownian motion with delayed impulsive effects: average impulsive interval approach (Q1756827) (← links)
• An interval of no-arbitrage prices in financial markets with volatility uncertainty (Q1992892) (← links)
• Reflected quadratic BSDEs driven by \(G\)-Brownian motions (Q1997195) (← links)
• Forward-backward stochastic differential equations driven by \(G\)-Brownian motion (Q2008895) (← links)
• On the planar Brownian Green's function for stopping times (Q2014089) (← links)
• A note on the exponential \(G\)-martingale (Q2015263) (← links)
• Harnack inequality and applications for SDEs driven by \(G\)-Brownian motion (Q2023734) (← links)
• A worst-case risk measure by G-VaR (Q2025187) (← links)
• Stabilization of stochastic differential equations driven by G-Lévy process with discrete-time feedback control (Q2028969) (← 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)
• Almost sure exponential stability of nonlinear stochastic delay hybrid systems driven by \(G\)-Brownian motion (Q2098266) (← links)
• Backward stochastic differential equations driven by \(G\)-Brownian motion with uniformly continuous coefficients in \((y, z)\) (Q2116484) (← links)
• Term structure modeling under volatility uncertainty (Q2120604) (← links)
• Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion (Q2148456) (← links)
• Path independence of the additive functionals for stochastic differential equations driven by \(G\)-Lévy processes (Q2165736) (← links)
• Stability analysis for a class of stochastic delay nonlinear systems driven by \(G\)-Brownian motion (Q2189149) (← links)
• Reflected backward stochastic differential equation driven by \(G\)-Brownian motion with an upper obstacle (Q2229553) (← links)
• Exit times for semimartingales under nonlinear expectation (Q2229688) (← links)
• Local wellposedness of coupled backward stochastic differential equations driven by \(G\)-Brownian motions (Q2236007) (← links)
• Convergence to a self-normalized G-Brownian motion (Q2296092) (← links)
• Retracted: Sublinear expectation nonlinear regression for the financial risk measurement and management (Q2312223) (← links)