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Properties of hitting times for G -martingales and their applications

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References

2007G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type621 cited
2010Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths570 cited
2008Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation556 cited
2010Martingale representation theorem for the G -expectation201 cited
2011Some properties on G-evaluation and its applications to G-martingale decomposition163 cited
2007G-Brownian Motion and Dynamic Risk Measure under Volatility Uncertainty143 cited
2013Constructing sublinear expectations on path space136 cited
2007Stochastic Analysis and Applications91 cited
2008Function spaces and capacity related to a Sublinear Expectation: application to G-Brownian Motion Pathes44 cited

Cited by

2014How big are the increments of G-Brownian motion?39 cited
2012Uniqueness of the representation for $G$-martingales with finite variation33 cited
2015$G$-expectation weighted Sobolev spaces, backward SDE and path dependent PDE29 cited
2017On existence and approximate solutions for stochastic differential equations in the framework of G-Brownian motion22 cited
2016A Note on pth Moment Estimates for Stochastic Functional Differential Equations in the Framework of G-Brownian Motion

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20 cited

2016The modulus of continuity theorem for G -Brownian motion18 cited

2014A Weighted Central Limit Theorem Under Sublinear Expectations18 cited

2012Existence of Solutions for Stochastic Differential Equations under G-Brownian Motion with Discontinuous Coefficients16 cited

2018Properties of G -martingales with finite variation and the application to G -Sobolev spaces16 cited