Quasi-continuous random variables and processes under the G-expectation framework

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Cite
Hu, Mingshang, et al. “Quasi-Continuous Random Variables and Processes under the G-Expectation Framework”. Stochastic Processes and Their Applications, vol. 126, no. 8, 2016, pp. 2367-8, https://doi.org/10.1016/j.spa.2016.02.003.
Hu, M., Wang, F., & Zheng, G. (2016). Quasi-continuous random variables and processes under the G-expectation framework. Stochastic Processes and Their Applications, 126(8), 2367-2387. https://doi.org/10.1016/j.spa.2016.02.003
Hu, Mingshang, Falei Wang, and Guoqiang Zheng. “Quasi-Continuous Random Variables and Processes under the G-Expectation Framework”. Stochastic Processes and Their Applications 126, no. 8 (2016): 2367-87. https://doi.org/10.1016/j.spa.2016.02.003.
Hu M, Wang F, Zheng G. Quasi-continuous random variables and processes under the G-expectation framework. Stochastic Processes and their Applications. 2016;126(8):2367-8.
Refrences
Title Journal Journal Categories Citations Publication Date
On representation theorem of G-expectations and paths of G-Brownian motion Acta Mathematicae Applicatae Sinica, English Series
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
105 2009
Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation Stochastic Processes and their Applications
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
338 2008
Nonlinear expectations and nonlinear Markov chains 2005
On the marginal laws of one-dimensional stochastic integrals with uniformly elliptic integrand 2000
On estimates of the minimum of a solution of a parabolic equation and estimates of the distribution of a semimartingale 1987
Refrences Analysis
The category Science: Mathematics 6 is the most frequently represented among the references in this article. It primarily includes studies from Stochastic Processes and their Applications and Potential Analysis. The chart below illustrates the number of referenced publications per year.
Refrences used by this article by year
Citations
Title Journal Journal Categories Citations Publication Date
The Cox-Ingersoll-Ross process under volatility uncertainty Journal of Mathematical Analysis and Applications
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
2024
Multi-dimensional mean-reflected BSDEs driven by G-Brownian motion with time-varying non-Lipschitz coefficients Statistics & Probability Letters
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
2024
Conditional Strong Law of Large Numbers under G-Expectations

Symmetry
  • Science: Mathematics
  • Science: Science (General)
2024
Relationship between maximum principle and dynamic programming principle for stochastic recursive optimal control problem under volatility uncertainty

Optimal Control Applications and Methods
  • Technology: Mechanical engineering and machinery
  • Technology: Manufactures: Production management. Operations management
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Technology: Mechanical engineering and machinery
  • Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics
  • Technology: Engineering (General). Civil engineering (General)
2023
Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion Under Monotonicity Condition Journal of Theoretical Probability
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
2023
Citations Analysis
The category Science: Mathematics 32 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Some properties for Itô processes driven by $G$-Brownian motion and was published in 2017. The most recent citation comes from a 2024 study titled Conditional Strong Law of Large Numbers under G-Expectations. This article reached its peak citation in 2020, with 7 citations. It has been cited in 24 different journals, 8% of which are open access. Among related journals, the Journal of Mathematical Analysis and Applications cited this research the most, with 6 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year