Stopping times and related Itô’s calculus with G -Brownian motionXinpeng Li, Shige Peng A2011-04-07articleStochastic Processes and their Applications176 citationsbronzeNo readable copy stored yet — this record is metadata only.Stochastic processes and financial applicationsRisk and Portfolio OptimizationFuzzy Systems and OptimizationAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 176 citations exist upstream.References2002Ambiguity, Risk, and Asset Returns in Continuous Time1995Pricing and hedging derivative securities in markets with uncertain volatilities2007G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type2010Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths2008Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation1995Uncertain volatility and the risk-free synthesis of derivatives2006A theoretical framework for the pricing of contingent claims in the presence of model uncertainty2006Second‐order backward stochastic differential equations and fully nonlinear parabolic PDEsCited by2013Comparison theorem, Feynman–Kac formula and Girsanov transformation for BSDEs driven by G -Brownian motion2013Backward stochastic differential equations driven by G -Brownian motion2013Ambiguous volatility, possibility and utility in continuous time2016Lyapunov-type conditions and stochastic differential equations driven by G-Brownian motion2013Constructing sublinear expectations on path space2014On the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion with integral-Lipschitz coefficients2014Financial markets with volatility uncertainty2012Superhedging and Dynamic Risk Measures under Volatility Uncertainty