Quasi-sure exponential stabilization of stochastic systems induced by G-Brownian motion with discrete time feedback control

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

Engineering, Mathematics, Probability Theory +12

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

Business, Economics, Finance +17

Stabilization and destabilization of hybrid systems of stochastic differential equations

Xuerong Mao, G. George Yin, Chenggui Yuan · Automatica · 2006 · 272 citations

Natural Sciences, Mathematics, Differential Equations +13

Stabilization of continuous-time hybrid stochastic differential equations by discrete-time feedback control

Xuerong Mao · Automatica · 2013 · 246 citations

Natural Sciences, Mathematics, Dynamical Systems +13

Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations

Shigē Péng · Science in China Series A Mathematics · 2009 · 234 citations

Engineering, Mathematics, Probability Theory +16