AbstractA joint large deviation principle for G-Brownian motion and its quadratic variation process is presented. The rate function is not a quadratic form due to quadratic variation uncertainty. A large deviation principle for stochastic differential equations driven by G-Brownian motion is also established
The large deviations analysis of solutions to stochastic differential equations and related processe...
This paper provides a large deviation principle for Non-Markovian, Brownian motion driven stochastic...
This paper provides a large deviation principle for Non-Markovian, Brownian motion driven stochastic...
AbstractA joint large deviation principle for G-Brownian motion and its quadratic variation process ...
A Burkholder-Davis-Gundy inequality and an extension of Itô’s formula for the G-stochastic integral...
AbstractWe prove a full large deviations principle in large time, for a diffusion process with rando...
The G-Brownian-motion-driven stochastic differential equations (G-SDEs) as well as the G-expectation...
AbstractWe prove a large deviation principle result for solutions of abstract stochastic evolution e...
AbstractWe study pathwise properties and homeomorphic property with respect to the initial values fo...
AbstractWe prove a large deviation principle for a class of semilinear stochastic partial differenti...
We develop a notion of nonlinear expectation-G-expectation-generated by a nonlinear heat equation wi...
AbstractGaussian White Noise, super-Brownian motion and the diffusion-limit Fleming–Viot process are...
Depuis la publication de l'ouvrage de Choquet (1955), la théorie d'espérance non linéaire a attiré a...
Depuis la publication de l'ouvrage de Choquet (1955), la théorie d'espérance non linéaire a attiré a...
The large deviations analysis of solutions to stochastic differential equations and related processe...
The large deviations analysis of solutions to stochastic differential equations and related processe...
This paper provides a large deviation principle for Non-Markovian, Brownian motion driven stochastic...
This paper provides a large deviation principle for Non-Markovian, Brownian motion driven stochastic...
AbstractA joint large deviation principle for G-Brownian motion and its quadratic variation process ...
A Burkholder-Davis-Gundy inequality and an extension of Itô’s formula for the G-stochastic integral...
AbstractWe prove a full large deviations principle in large time, for a diffusion process with rando...
The G-Brownian-motion-driven stochastic differential equations (G-SDEs) as well as the G-expectation...
AbstractWe prove a large deviation principle result for solutions of abstract stochastic evolution e...
AbstractWe study pathwise properties and homeomorphic property with respect to the initial values fo...
AbstractWe prove a large deviation principle for a class of semilinear stochastic partial differenti...
We develop a notion of nonlinear expectation-G-expectation-generated by a nonlinear heat equation wi...
AbstractGaussian White Noise, super-Brownian motion and the diffusion-limit Fleming–Viot process are...
Depuis la publication de l'ouvrage de Choquet (1955), la théorie d'espérance non linéaire a attiré a...
Depuis la publication de l'ouvrage de Choquet (1955), la théorie d'espérance non linéaire a attiré a...
The large deviations analysis of solutions to stochastic differential equations and related processe...
The large deviations analysis of solutions to stochastic differential equations and related processe...
This paper provides a large deviation principle for Non-Markovian, Brownian motion driven stochastic...
This paper provides a large deviation principle for Non-Markovian, Brownian motion driven stochastic...