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Independence Under the $$G$$ -Expectation Framework
14 references·1 citing·27 second hop
Independence Under the $$G$$ -Expectation Framework (2012)Independence Under the $$G$$ -Expectation…Nonlinear Expectations and Stochastic Calculus under Uncertainty (2019)Nonlinear Expectations and St…A complete representation theorem for G-martingales (2014)A complete representation the…Some properties on G-evaluation and its applications to G-martingale decomposition (2011)Some properties on G-evaluati…Martingale representation theorem for the G -expectation (2010)Martingale representation the…Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths (2010)Function Spaces and Capacity …Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations (2009)Survey on normal distribution…On representation theorem of G-expectations and paths of G-Brownian motion (2009)On representation theorem of …Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation (2008)Multi-dimensional G-Brownian …A New Central Limit Theorem under Sublinear Expectations (2008)A New Central Limit Theorem u…G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type (2007)G-Expectation, G-Brownian Mot…NONLINEAR EXPECTATIONS AND NONLINEAR MARKOV CHAINS (2005)NONLINEAR EXPECTATIONS AND NO…Filtration Consistent Nonlinear Expectations and Evaluations of Contingent Claims (2004)Filtration Consistent Nonline…Coherent Risk Measures on General Probability Spaces (2002)Coherent Risk Measures on Gen…Coherent Measures of Risk (1999)Coherent Measures of RiskLindeberg’s central limit theorems for martingale like sequences under sub-linear expectations (2020)Lindeberg’s central limit the…Cores of convex games (1971)Modelling Extremal Events (1997)On law invariant coherent risk measures (2001)Putting order in risk measures (2002)Generalized deviations in risk analysis (2005)Backward Stochastic Differential Equations in Finance (1997)Convex measures of risk and trading constraints (2002)Pathwise properties and homeomorphic flows for stochastic differential equations driven by G -Brownian motion (2009)Wellposedness of second order backward SDEs (2011)Ambiguous Volatility and Asset Pricing in Continuous Time (2013)Continuous Martingales and Brownian Motion (1999)Brownian Motion and Stochastic Calculus (2007)Ambiguity, Risk, and Asset Returns in Continuous Time (2002)Rosenthal’s inequalities for independent and negatively dependent random variables under sub-linear expectations with applications (2015)Adapted solution of a backward stochastic differential equation (1990)Controlled Markov Processes and Viscosity Solutions (2005)Quasi-sure Stochastic Analysis through Aggregation (2011)Stochastic Differential Equations (2003)Conditional value-at-risk for general loss distributions (2002)Modeling and Forecasting Realized Volatility (2003)Theory and Applications of Robust Optimization (2010)Arbitrage and duality in nondominated discrete-time models (2015)Machine Learning Approximation Algorithms for High-Dimensional Fully Nonlinear Partial Differential Equations and Second-order Backward Stochastic Differential Equations (2019)Stopping times and related Itô’s calculus with G -Brownian motion (2011)Comparison theorem, Feynman–Kac formula and Girsanov transformation for BSDEs driven by G -Brownian motion (2013)Backward Stochastic Differential Equation, Nonlinear Expectation and Their Applications (2011)Backward stochastic differential equations driven by G -Brownian motion (2013)
this work references cited by second hop

References

  • 1999Coherent Measures of Risk8,849 cited
  • 2002Coherent Risk Measures on General Probability Spaces753 cited
  • 2007G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type621 cited
  • 2019Nonlinear Expectations and Stochastic Calculus under Uncertainty594 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
  • 2010Martingale representation theorem for the G -expectation201 cited
  • 2009On representation theorem of G-expectations and paths of G-Brownian motion179 cited
  • 2011Some properties on G-evaluation and its applications to G-martingale decomposition163 cited
  • 2005NONLINEAR EXPECTATIONS AND NONLINEAR MARKOV CHAINS159 cited
  • 2008A New Central Limit Theorem under Sublinear Expectations149 cited
  • 2004Filtration Consistent Nonlinear Expectations and Evaluations of Contingent Claims133 cited
  • 2014A complete representation theorem for G-martingales41 cited

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  • 2020Lindeberg’s central limit theorems for martingale like sequences under sub-linear expectations24 cited