F. Coquet
2000–2002
A researcher in the Science corpus: 2 papers; trusts 2 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Whom F. Coquet trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts F. Coquet overall
- Shige Peng
- Long Jiang
- Samuel N. Cohen
- Erhan Bayraktar
- Mingshang Hu
- Robert J. R. Elliott
- Frank Riedel
Papers from F. Coquet's perspective
Ordered by how strongly the researchers F. Coquet trusts endorse each paper. Same corpus, a different order for every researcher.
- A general downcrossing inequality for g-martingales
- A Converse Comparison Theorem for BSDEs and Related Properties of g-Expectation
- Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation
- G -Expectation, G -Brownian Motion and Related Stochastic Calculus of Itô Type
- Ambiguity, risk, and asset returns in continuous time
- Law of large numbers and central limit theorem under nonlinear expectations (Probability, Uncertainty and Quantitative Risk)
- Testing and Characterizing Properties of Nonadditive Measures through Violations of the Sure-Thing Principle
- Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
- On representation theorem of G-expectations and paths of G-Brownian motion
- Nonlinear Kolmogorov equations in infinite dimensional spaces: the backward stochastic differential equations approach and applications to optimal control
Their papers
- Filtration-consistent nonlinear expectations and related g-expectations (2002) — 276 citations
- A Converse Comparison Theorem for BSDEs and Related Properties of g-Expectation (2000) — 172 citations