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12 papers · 2 filters
Multiple G-Itô integral in the G-expectation space
Panyu Wu
In this paper, motivated by mathematic finance we introduce the multiple G-Itô integral in the G-expectation space, then investigate how to calculate. We get the the relationship b…
A new comparison theorem of multidimensional BSDEs
Panyu Wu, Zengjing Chen
In this paper, we define a new total order on R^N and use this order together with backward stochastic viability property(for short BSVP) to study the property of the generator of…
A Kneser-type theorem for backward doubly stochastic differential equations
Yufeng Shi, Qingfeng Zhu
A class of backward doubly stochastic differential equations (BDSDEs in short) with continuous coefficients is studied. We give the comparison theorems, the existence of the maxima…
The Tychonoff uniqueness theorem for the G-heat equation
Qian Lin
In this paper, we obtain the Tychonoff uniqueness theorem for the G-heat equation.
Strong laws of large numbers for sub-linear expectations
Zengjing Chen
We investigate three kinds of strong laws of large numbers for capacities with a new notion of independently and identically distributed (IID) random variables for sub-linear expec…
A central limit theorem under sublinear expectations
Min Li, Yufeng Shi
In this paper we consider a sequence of random variables with mean uncertainty in a sublinear expectation space. Without the hypothesis of identical distributions, we show a new ce…