Concepedia

Pathwise properties and homeomorphic flows for stochastic differential equations driven by <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si1.gif" display="inline" overflow="scroll"><mml:mi>G</mml:mi></mml:math>-Brownian motion

Fuqing Gao

Stochastic Processes and their Applications · 2009 · 199 citations · 10 references

DOI

Concepts

References

10

Stochastic Differential Equations and Diffusion Processes

Gopinath Kallianpur, Nobuyuki Ikeda, Shinzo Watanabe · Technometrics · 1983 · 3.9K citations

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Stochastic differential equations and diffusion processes

European Journal of Operational Research · 1990 · 1.2K citations

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Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths

Laurent Denis, Mingshang Hu, Shigē Péng · Potential Analysis · 2010 · 590 citations

, , +12

Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation

Shigē Péng · Stochastic Processes and their Applications · 2008 · 582 citations

, , +13

A theoretical framework for the pricing of contingent claims in the presence of model uncertainty

Laurent Denis, Claude Martini · The Annals of Applied Probability · 2006 · 359 citations · Full text

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