Exit times for semimartingales under nonlinear expectation

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Liu, Guomin. “Exit Times for Semimartingales under Nonlinear Expectation”. Stochastic Processes and Their Applications, vol. 130, no. 12, 2020, pp. 7338-62, https://doi.org/10.1016/j.spa.2020.07.017.
Liu, G. (2020). Exit times for semimartingales under nonlinear expectation. Stochastic Processes and Their Applications, 130(12), 7338-7362. https://doi.org/10.1016/j.spa.2020.07.017
Liu, Guomin. “Exit Times for Semimartingales under Nonlinear Expectation”. Stochastic Processes and Their Applications 130, no. 12 (2020): 7338-62. https://doi.org/10.1016/j.spa.2020.07.017.
Liu G. Exit times for semimartingales under nonlinear expectation. Stochastic Processes and their Applications. 2020;130(12):7338-62.
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Citations
Title Journal Journal Categories Citations Publication Date
Harnack Inequalities for G-SDEs with Multiplicative Noise Communications in Mathematics and Statistics
  • Science: Mathematics
 2023
Pathwise convergence under Knightian uncertainty Journal of Mathematical Analysis and Applications
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
 2023
Generalized Feynman–Kac formula under volatility uncertainty Stochastic Processes and their Applications
  • Science: Mathematics: Probabilities. Mathematical statistics
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 1 2023
Infinite horizon BSDEs under consistent nonlinear expectations Bulletin des Sciences Mathématiques
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 2022
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Citations Analysis
Category Category Repetition
Science: Mathematics8
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods4
Science: Mathematics: Probabilities. Mathematical statistics4
The category Science: Mathematics 8 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Extended conditional <i>G</i>-expectations and related stopping times and was published in 2021. The most recent citation comes from a 2023 study titled Harnack Inequalities for G-SDEs with Multiplicative Noise. This article reached its peak citation in 2022, with 4 citations. It has been cited in 5 different journals. Among related journals, the Stochastic Processes and their Applications cited this research the most, with 3 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year