References

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• 1997Backward Stochastic Differential Equations in Finance2,339 cited
• 2005Backward stochastic differential equations and quasilinear parabolic partial differential equations811 cited
• 2019Nonlinear Expectations and Stochastic Calculus under Uncertainty629 cited
• 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
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• 2011Wellposedness of second order backward SDEs294 cited
• 2002Filtration-consistent nonlinear expectations and related g-expectations256 cited
• 1998Backward Stochastic Differential Equations and Viscosity Solutions of Systems of Semilinear Parabolic and Elliptic PDEs of Second Order213 cited
• 2008Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations200 cited
• 2009On representation theorem of G-expectations and paths of G-Brownian motion