Pages that link to "Item:Q1849496"

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

Displaying 26 items.

• Multi-dimensional BSDEs driven by <i>G</i>-Brownian motion and related system of fully nonlinear PDEs (Q5086509) (← links)
• Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach (Q5131410) (← links)
• Decoupling on the Wiener Space, Related Besov Spaces, and Applications to BSDEs (Q5162913) (← links)
• FROM SMILE ASYMPTOTICS TO MARKET RISK MEASURES (Q5247426) (← links)
• The<i>S</i>-Related Dynamic Convex Valuation in the Brownian Motion Setting (Q5305274) (← links)
• An<i>S</i>-Related DCV Generated by a Convex Function in a Jump Market (Q5305276) (← links)
• Non-linear expectations in spaces of Colombeau generalized functions (Q5378405) (← links)
• The application of multi-dimensional Jensen’s inequality for <i>G</i>-martingale (Q5379270) (← links)
• TIME‐CONSISTENT AND MARKET‐CONSISTENT EVALUATIONS (Q5411393) (← links)
• Reflected backward stochastic differential equations and a class of non-linear dynamic pricing rule (Q5411892) (← links)
• MULTIDIMENSIONAL DYNAMIC RISK MEASURE VIA CONDITIONAL <i>g</i>‐EXPECTATION (Q5739194) (← links)
• A Dual Method For Evaluation of Dynamic Risk in Diffusion Processes (Q5854389) (← links)
• Existence of relaxed stochastic optimal control for <i>G</i>-SDEs with controlled jumps (Q5876580) (← links)
• Markov chains under nonlinear expectation (Q6054140) (← links)
• Nonlinear semigroups built on generating families and their Lipschitz sets (Q6072406) (← links)
• Reflected backward stochastic difference equations and optimal stopping problems under \(g\)-expectation (Q6137386) (← links)
• An axiomatic approach to default risk and model uncertainty in rating systems (Q6146435) (← links)
• Wasserstein perturbations of Markovian transition semigroups (Q6157386) (← links)
• Optimal multiple stopping problem under nonlinear expectation (Q6159382) (← links)
• A generalized stochastic process: fractional \(G\)-Brownian motion (Q6164852) (← links)
• Dynamic programming approach to reflected backward stochastic differential equations (Q6177510) (← links)
• Set-valued backward stochastic differential equations (Q6187467) (← links)
• A study on a new class of backward stochastic differential equation (Q6534674) (← links)
• A conditional version of the second fundamental theorem of asset pricing in discrete time (Q6581628) (← links)
• Optimal controls for forward-backward stochastic differential equations: time-inconsistency and time-consistent solutions (Q6597805) (← links)
• On \(g\)-expectations and filtration-consistent nonlinear expectations (Q6635674) (← links)