Pages that link to "Item:Q1583630"
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The following pages link to A converse comparison theorem for BSDEs and related properties of \(g\)-expectation (Q1583630):
Displaying 50 items.
- \(L^p\) weak convergence method on BSDEs with non-uniformly Lipschitz coefficients and its applications (Q321236) (← links)
- Acceptability indexes via \(g\)-expectations: an application to liquidity risk (Q367373) (← links)
- Jensen's inequality for generalized Peng's \(g\)-expectations and its applications (Q370129) (← links)
- Stochastic variational inequality and reflected BSDE with single \(L^2\) obstacle (Q388750) (← links)
- Representation theorems for generators of BSDEs in \(L_p\) spaces (Q511167) (← links)
- Necessary and sufficient condition for the comparison theorem of multidimensional anticipated backward stochastic differential equations (Q547354) (← links)
- Optimal stopping for non-linear expectations. II (Q550130) (← links)
- Backward stochastic differential equations with a uniformly continuous generator and related \(g\)-expectation (Q607277) (← links)
- A converse comparison theorem for backward stochastic differential equations with jumps (Q625023) (← links)
- Representation of the penalty term of dynamic concave utilities (Q650761) (← links)
- A converse comparison theorem for \(g\)-expectations (Q705057) (← links)
- Filtration consistent nonlinear expectations and evaluations of contingent claims (Q705074) (← links)
- A representation theorem for generators of BSDEs with continuous linear-growth generators in the space of processes (Q708289) (← links)
- Converse comparison theorems for multidimensional anticipated backward stochastic differential equations (Q826699) (← links)
- Jensen's inequality for \(g\)-expectations in general filtration spaces (Q826705) (← links)
- Generalized Peng's \(g\)-expectations and related properties (Q844869) (← links)
- A note on \(g\)-expectation with comonotonic additivity (Q850202) (← links)
- Jensen's inequality for backward stochastic differential equations (Q867437) (← links)
- Limit theorem and uniqueness theorem of backward stochastic differential equations (Q867793) (← links)
- \(k\)-sample upper expectation linear regression-modeling, identifiability, estimation and prediction (Q899350) (← links)
- A limit theorem for solutions to BSDEs in the space of processes (Q928975) (← links)
- Jensen's inequality for filtration consistent nonlinear expectation without domination condition (Q932335) (← links)
- A local limit theorem for solutions of BSDEs with Mao's non-Lipschitz generator (Q942895) (← links)
- Representation theorems for quadratic \(\mathcal F\)-consistent nonlinear expectations (Q947150) (← links)
- A general theory of finite state backward stochastic difference equations (Q963031) (← links)
- On the existence of solutions to BSDEs with generalized uniformly continuous generators (Q968481) (← links)
- On the integral representation of \(g\)-expectations (Q974028) (← links)
- On Jensen's inequality and Hölder's inequality for \(g\)-expectation (Q974648) (← links)
- A necessary and sufficient condition for probability measures dominated by \(g\)-expectation (Q1003422) (← links)
- A note on Jensen's inequality for BSDEs (Q1044343) (← links)
- Jensen's inequality for \(g\)-expectation. I (Q1420171) (← links)
- Jensen's inequality for \(g\)-expectation. II (Q1420191) (← links)
- Comparison theorem for solutions of backward stochastic differential equations with continuous coefficient (Q1612975) (← links)
- A representation theorem for generators of BSDEs with general growth generators in \(y\) and its applications (Q1687231) (← links)
- Non-smooth analysis method in optimal investment-BSDE approach (Q1716351) (← links)
- Jump-filtration consistent nonlinear expectations with \(\mathbb{L}^p\) domains (Q1734284) (← links)
- On the representation for dynamically consistent nonlinear evaluations: uniformly continuous case (Q1745261) (← links)
- Representation theorems for generators of backward stochastic differential equations (Q1764117) (← links)
- A property of \(g\)-expectation (Q1780286) (← links)
- Choquet expectation and Peng's \(g\)-expectation (Q1781180) (← links)
- Representation theorem for generators of quadratic BSDEs (Q1782045) (← links)
- Some results on the uniqueness of generators of backward stochastic differential equations (Q1876805) (← links)
- A result on the probability measures dominated by \(g\)-expectation (Q1884661) (← links)
- Backward stochastic difference equations for a single jump process (Q1930453) (← links)
- A converse comparison theorem for anticipated BSDEs and related non-linear expectations (Q1933588) (← links)
- Dynamically consistent nonlinear evaluations with their generating functions in \(L^p\) (Q1944854) (← links)
- \(g\)-variance (Q1956506) (← links)
- Concentration of dynamic risk measures in a Brownian filtration (Q1999909) (← links)
- Representation theorem for generators of BSDEs driven by \(G\)-Brownian motion and its applications (Q2015381) (← links)
- Stochastic ordering by \(g\)-expectations (Q2038280) (← links)
