[1]
Stopping times and related Ito’s calculus with G-Brownian motion
Stochastic Proesses and their Applications
2011
()
[2]
A central limit theorem for m-dependent Random Variables under Sublinear Expectations
Acta Mathematicea Applicatae Sinica, English Series
2015
()
[3]
Lyapunov-type conditions and stochastic differential equations driven by G-Brownian motion
Journal of Mathematical Analysis and Applications
2016
()
[4]
Generalized Wasserstein Distance and Weak Convergence of Sublinear Expectations
Journal of Theoretical Probability
2017
()
[5]
Some properties for Itô processes driven by G-Brownian motion
Electronic Communications in Probability
2017
()
[6]
Strict comparison theorems under sublinear expectations
Archiv der Mathematik
2017
()
