References

• 2019Nonlinear Expectations and Stochastic Calculus under Uncertainty594 cited
• 2009Pathwise properties and homeomorphic flows for stochastic differential equations driven by G -Brownian motion206 cited
• 2011Stopping times and related Itô’s calculus with G -Brownian motion176 cited
• 2015Rosenthal’s inequalities for independent and negatively dependent random variables under sub-linear expectations with applications166 cited
• 2016Lyapunov-type conditions and stochastic differential equations driven by G-Brownian motion138 cited
• 2015Strong laws of large numbers for sub-linear expectations133 cited
• 2014On the existence and uniqueness of solutions to stochastic differential equations driven by G-Brownian motion with integral-Lipschitz coefficients96 cited
• 2013Stochastic differential equations driven by $G$-Brownian motion with reflecting boundary conditions45 cited
• 2008Function spaces and capacity related to a Sublinear Expectation: application to G-Brownian Motion Pathes44 cited
• 2013Some properties of stochastic differential equations driven by the G-Brownian motion40 cited
• 2014Stochastic differential equations driven by G -Brownian motion and ordinary differential equations27 cited

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