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How big are the increments of G-Brownian motion?
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References

  • 1999Coherent Measures of Risk8,849 cited
  • 2002Convex measures of risk and trading constraints1,452 cited
  • 2002Coherent Risk Measures on General Probability Spaces753 cited
  • 2002Putting order in risk measures684 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
  • 2009Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations220 cited
  • 2009Pathwise properties and homeomorphic flows for stochastic differential equations driven by G -Brownian motion206 cited
  • 2010Martingale representation theorem for the G -expectation201 cited
  • 2011Some properties on G-evaluation and its applications to G-martingale decomposition163 cited
  • 2008A New Central Limit Theorem under Sublinear Expectations149 cited
  • 2004Dynamic convex risk measures136 cited
  • 2015Strong laws of large numbers for sub-linear expectations133 cited
  • 2008Martingale characterization of G-Brownian motion75 cited
  • 2014A law of the iterated logarithm under sublinear expectations

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64 cited
  • 2007Law of Large Numbers and Central Limit Theorem under Nonlinear Expectations55 cited
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