Extended conditional <i>G</i>-expectations and related stopping times
Article Properties
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DOI (url)
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Publication Date2021/01/01
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Indian UGC (journal)
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Refrences18
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Citations2
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Mingshang Hu
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Shige Peng
Abstract
Cite
Hu, Mingshang, and Shige Peng. “Extended Conditional <i>G< i≫-Expectations and Related Stopping Times”. Probability, Uncertainty and Quantitative Risk, vol. 6, no. 4, 2021, p. 369, https://doi.org/10.3934/puqr.2021018.
Hu, M., & Peng, S. (2021). Extended conditional <i>G</i>-expectations and related stopping times. Probability, Uncertainty and Quantitative Risk, 6(4), 369. https://doi.org/10.3934/puqr.2021018
Hu, Mingshang, and Shige Peng. “Extended Conditional <i>G< i≫-Expectations and Related Stopping Times”. Probability, Uncertainty and Quantitative Risk 6, no. 4 (2021): 369. https://doi.org/10.3934/puqr.2021018.
Hu M, Peng S. Extended conditional <i>G</i>-expectations and related stopping times. Probability, Uncertainty and Quantitative Risk. 2021;6(4):369.
Journal Category
Science
Mathematics
Probabilities
Mathematical statistics
Refrences
| Title | Journal | Journal Categories | Citations | Publication Date |
|---|---|---|---|---|
| Some properties on G-evaluation and its applications to G-martingale decomposition | Science China Mathematics |
| 90 | 2011 |
| Properties of hitting times for G-martingales and their applications | Stochastic Processes and their Applications |
| 26 | 2011 |
| Martingale representation theorem for theG-expectation | Stochastic Processes and their Applications |
| 125 | 2011 |
| 10.1007/978-3-662-59903-7 | ||||
| Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation | Stochastic Processes and their Applications |
| 338 | 2008 |
Citations
| Title | Journal | Journal Categories | Citations | Publication Date |
|---|---|---|---|---|
Conditional Strong Law of Large Numbers under G-Expectations | Symmetry |
| 2024 | |
| Quadratic G-BSDEs with convex generators and unbounded terminal conditions | Stochastic Processes and their Applications |
| 3 | 2022 |
Citations Analysis
| Category | Category Repetition |
|---|---|
| Science: Mathematics | 2 |
| Science: Science (General) | 1 |
| Science: Mathematics: Probabilities. Mathematical statistics | 1 |
The category
Science: Mathematics 2
is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Quadratic G-BSDEs with convex generators and unbounded terminal conditions and was published in 2022. 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 2024, with 1 citations. It has been cited in 2 different journals, 50% of which are open access. Among related journals, the Symmetry cited this research the most, with 1 citations. The chart below illustrates the annual citation trends for this article.