Pages that link to "Item:Q1849496"

The following pages link to Filtration-consistent nonlinear expectations and related \(g\)-expectations (Q1849496):

Displaying 50 items.

• The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time (Q2038277) (← links)
• \( G\)-expectation approach to stochastic ordering (Q2085830) (← links)
• Optimal multiple stopping problems under \(g\)-expectation (Q2128626) (← links)
• On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration (Q2190063) (← links)
• Exit times for semimartingales under nonlinear expectation (Q2229688) (← links)
• On nonlinear expectations and Markov chains under model uncertainty (Q2237129) (← links)
• A Knightian irreversible investment problem (Q2247720) (← links)
• Conditional nonlinear expectations (Q2289810) (← links)
• A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
• Jensen's inequality under nonlinear expectation generated by BSDE with jumps (Q2300529) (← links)
• Representation theorems for generators of BSDEs and the extended \(g\)-expectations in probability spaces with general filtration (Q2308363) (← links)
• Retracted: Sublinear expectation nonlinear regression for the financial risk measurement and management (Q2312223) (← links)
• Optimal stopping with random maturity under nonlinear expectations (Q2360243) (← links)
• Jensen's inequality for \(g\)-convex function under \(g\)-expectation (Q2380767) (← links)
• On the integral representation of \(g\)-expectations with terminal constraints (Q2400639) (← links)
• On Jensen's inequality, Hölder's inequality, and Minkowski's inequality for dynamically consistent nonlinear evaluations (Q2405780) (← links)
• Representation and converse comparison theorems for multidimensional BSDEs (Q2406779) (← links)
• Hedging under generalized good-deal bounds and model uncertainty (Q2408899) (← links)
• On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation (Q2412393) (← links)
• A uniqueness theorem for the solution of backward stochastic differential equations (Q2427230) (← links)
• Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion (Q2434760) (← links)
• Some properties of \(g\)-convex functions (Q2441132) (← links)
• Constructing sublinear expectations on path space (Q2447703) (← links)
• BSDEs with jumps, optimization and applications to dynamic risk measures (Q2447715) (← links)
• Convexity, translation invariance and subadditivity for \(g\)-expectations and related risk measures (Q2476405) (← links)
• Risk measures via \(g\)-expectations (Q2507604) (← links)
• Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation (Q2518615) (← links)
• A local strict comparison theorem and converse comparison theorems for reflected backward stochastic differential equations (Q2642033) (← links)
• On conditional Chisini means and risk measures (Q2701288) (← links)
• Backward Stochastic Difference Equations with Finite States (Q2909972) (← links)
• Some Properties and Convergence Theorems of Conditional g-expectation (Q3018093) (← links)
• A general comparison theorem for backward stochastic differential equations (Q3059700) (← links)
• Utility maximization under<font><i>g</i>*</font>-expectation (Q3185982) (← links)
• Backward stochastic difference equations for dynamic convex risk measures on a binomial tree (Q3449931) (← links)
• Dynamic Conic Finance via Backward Stochastic Difference Equations (Q3456838) (← links)
• A Stochastic Linear Quadratic Optimal Control Problem with Generalized Expectation (Q3548433) (← links)
• (Q3574225) (← links)
• On Quadratic<i>g</i>-Evaluations/Expectations and Related Analysis (Q3580108) (← links)
• (Q3822942) (← links)
• Ergodic BSDEs driven by G-Brownian motion and applications (Q4561046) (← links)
• Time-Coherent Risk Measures for Continuous-Time Markov Chains (Q4579838) (← links)
• General time interval BSDEs under the weak monotonicity condition and nonlinear decomposition for general <i>g</i>-supermartingales (Q4584670) (← links)
• On<i>g</i>−evaluations with domains under jump filtration (Q4607789) (← links)
• Comparison Theorems of Backward Doubly Stochastic Differential Equations and Applications (Q4678748) (← links)
• (Q4988574) (← links)
• Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems (Q5013561) (← links)
• A representation for filtration-consistent nonlinear expectations and its application (Q5055194) (← links)
• Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations (Q5055366) (← links)
• A strong law of large numbers for independent random variables under non-additive probabilities (Q5078021) (← links)
• Representation of filtration-consistent nonlinear expectation by <i>g</i>-expectation in general framework (Q5079171) (← links)