References

• 1997Backward Stochastic Differential Equations in Finance2,339 cited
• 2002Ambiguity, Risk, and Asset Returns in Continuous Time1,073 cited
• 1987Expected utility with purely subjective non-additive probabilities818 cited
• 2007G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type621 cited
• 2019Nonlinear Expectations and Stochastic Calculus under Uncertainty594 cited
• 2008Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation556 cited
• 2006A theoretical framework for the pricing of contingent claims in the presence of model uncertainty352 cited
• 1999Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob–Meyers type347 cited
• 2015Rosenthal’s inequalities for independent and negatively dependent random variables under sub-linear expectations with applications166 cited
• 2008A New Central Limit Theorem under Sublinear Expectations149 cited
• 2015Donsker’s Invariance Principle Under the Sub-linear Expectation with an Application to Chung’s Law of the Iterated Logarithm69 cited
• 2014A law of the iterated logarithm under sublinear expectations64 cited
• 2017Backward Stochastic Differential Equations59 cited

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