Martingale Representation Theorem for the G-Expectation

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Cite
Soner, Halil Mete, et al. “Martingale Representation Theorem for the G-Expectation”. SSRN Electronic Journal, 2010, https://doi.org/10.2139/ssrn.1730196.
Soner, H. M., Touzi, N., & Zhang, J. (2010). Martingale Representation Theorem for the G-Expectation. SSRN Electronic Journal. https://doi.org/10.2139/ssrn.1730196
Soner, Halil Mete, Nizar Touzi, and Jianfeng Zhang. “Martingale Representation Theorem for the G-Expectation”. SSRN Electronic Journal, 2010. https://doi.org/10.2139/ssrn.1730196.
Soner HM, Touzi N, Zhang J. Martingale Representation Theorem for the G-Expectation. SSRN Electronic Journal. 2010;.
Refrences
Title Journal Journal Categories Citations Publication Date
Second‐order backward stochastic differential equations and fully nonlinear parabolic PDEs

 Communications on Pure and Applied Mathematics
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
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Reflected solutions of backward SDE's, and related obstacle problems for PDE's The Annals of Probability
  • Science: Mathematics: Probabilities. Mathematical statistics
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Martingale characterization of G-Brownian motion Stochastic Processes and their Applications
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A theoretical framework for the pricing of contingent claims in the presence of model uncertainty The Annals of Applied Probability
  • Science: Mathematics: Probabilities. Mathematical statistics
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Superreplication Under Gamma Constraints SIAM Journal on Control and Optimization
  • Technology: Mechanical engineering and machinery
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
  • Technology: Engineering (General). Civil engineering (General)
  • Science: Mathematics
  • Technology: Engineering (General). Civil engineering (General)
 3 2000
Refrences Analysis
Category Category Repetition
Science: Mathematics5
Science: Mathematics: Probabilities. Mathematical statistics4
Social Sciences: Economic theory. Demography: Economics as a science2
Social Sciences: Finance1
Social Sciences: Statistics1
Social Sciences: Commerce: Business1
The category Science: Mathematics 5 is the most frequently represented among the references in this article. It primarily includes studies from Stochastic Processes and their Applications 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
Financial markets with volatility uncertainty Journal of Mathematical Economics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Science: Mathematics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 46 2014
Some properties on G-evaluation and its applications to G-martingale decomposition Science China Mathematics
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
 90 2011
Some properties on G-evaluation and its applications to G-martingale decomposition Science China Mathematics
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
 90 2011
Properties of hitting times for G-martingales and their applications Stochastic Processes and their Applications
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 26 2011
Properties of hitting times for G-martingales and their applications Stochastic Processes and their Applications
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 26 2011
Citations Analysis
Category Category Repetition
Science: Mathematics6
Science: Mathematics: Probabilities. Mathematical statistics3
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods2
Social Sciences: Economic theory. Demography: Economics as a science1
Social Sciences: Statistics1
Social Sciences: Commerce: Business1
The category Science: Mathematics 6 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Martingale Property and Capacity under G-Framework and was published in 2010. The most recent citation comes from a 2014 study titled Financial markets with volatility uncertainty. This article reached its peak citation in 2011, 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 2 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year