Pages that link to "Item:Q1849496"

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

Displaying 50 items.

• On the minimal members of convex expectations with constraints (Q259647) (← links)
• \(L^p\) weak convergence method on BSDEs with non-uniformly Lipschitz coefficients and its applications (Q321236) (← 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)
• Representing filtration consistent nonlinear expectations as \(g\)-expectations in general probability spaces (Q424490) (← links)
• Optimal stopping for non-linear expectations. I (Q550129) (← 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)
• On the minimal members of convex expectations (Q624553) (← links)
• Representation of the penalty term of dynamic concave utilities (Q650761) (← links)
• Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
• Existence, uniqueness and comparisons for BSDEs in general spaces (Q690880) (← links)
• Dynamical evaluations (Q704247) (← links)
• Filtration consistent nonlinear expectations and evaluations of contingent claims (Q705074) (← links)
• A generalized Neyman-Pearson Lemma for \(g\)-probabilities (Q707608) (← links)
• Generalized Peng's \(g\)-expectations and related properties (Q844869) (← links)
• A note on \(g\)-expectation with comonotonic additivity (Q850202) (← links)
• Backward stochastic differential equations with jumps and related nonlinear expectations (Q855683) (← 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)
• \(G\)-expectation weighted Sobolev spaces, backward SDE and path dependent PDE (Q904206) (← links)
• Dynamic risk measures: Time consistency and risk measures from BMO martingales (Q928502) (← links)
• Jensen's inequality for filtration consistent nonlinear expectation without domination condition (Q932335) (← links)
• The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications (Q936592) (← 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 integral representation of \(g\)-expectations (Q974028) (← links)
• On Jensen's inequality and Hölder's inequality for \(g\)-expectation (Q974648) (← links)
• Time consistency conditions for acceptability measures, with an application to tail value at risk (Q995498) (← links)
• Martingale characterization of \(G\)-Brownian motion (Q1001847) (← links)
• A necessary and sufficient condition for probability measures dominated by \(g\)-expectation (Q1003422) (← links)
• The minimal sublinear expectations and their related properties (Q1041533) (← links)
• Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations (Q1042988) (← links)
• Supermartingale decomposition theorem under \(G\)-expectation (Q1663870) (← links)
• Backward nonlinear expectation equations (Q1702883) (← links)
• On dynamic deviation measures and continuous-time portfolio optimization (Q1704138) (← links)
• Perfect hedging under endogenous permanent market impacts (Q1709607) (← links)
• The optimal portfolio selection model under \(g\)-expectation (Q1724103) (← links)
• Jump-filtration consistent nonlinear expectations with \(\mathbb{L}^p\) domains (Q1734284) (← links)
• Martingale problem under nonlinear expectations (Q1744199) (← links)
• On the representation for dynamically consistent nonlinear evaluations: uniformly continuous case (Q1745261) (← links)
• Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
• A property of \(g\)-expectation (Q1780286) (← links)
• Kolmogorov-type and general extension results for nonlinear expectations (Q1790167) (← links)
• A result on the probability measures dominated by \(g\)-expectation (Q1884661) (← links)
• Backward stochastic difference equations for a single jump process (Q1930453) (← links)
• Optimal stopping under ambiguity in continuous time (Q1938957) (← links)
• Dynamically consistent nonlinear evaluations with their generating functions in \(L^p\) (Q1944854) (← links)
• Concentration of dynamic risk measures in a Brownian filtration (Q1999909) (← links)