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Martingale Representation Theorem for the G-Expectation

https://doi.org/10.2139/ssrn.1730196
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The 18 checked references that resolve
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Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths
resolves10.1214/aop/1024404416
Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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Backward Stochastic Differential Equations in Finance
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resolves10.1016/0304-4149(95)00002-o
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resolves10.1007/b98840
Methods of Mathematical Finance
resolves10.1214/12-aap885
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resolves10.1016/0167-6911(90)90082-6
Adapted solution of a backward stochastic differential equation
resolves10.1007/s004400050214
Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob–Meyers type
resolves10.1007/978-3-540-70847-6_25
G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type
resolves10.1137/s0363012998348991
Superreplication Under Gamma Constraints
resolves10.1214/ejp.v16-950
Quasi-sure Stochastic Analysis through Aggregation
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Dual formulation of second order target problems
resolves10.1007/s00440-011-0342-y
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resolves10.1016/j.spa.2008.02.001
Martingale characterization of G-Brownian motion
resolves10.1007/s11425-010-4162-9
Some properties on G-evaluation and its applications to G-martingale decomposition
The 5 references without a DOI — listed, not checked
no DOI — not checkedThe multi-dimensional super-replication problem under Gamma constraints, Annales de l'Institut Henri Poincar�
no DOI — not checkedControlled Markov Processes and Viscosity Solutions
no DOI — not checkedref11
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no DOI — not checkedref17
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