Pages that link to "Item:Q2476405"

The following pages link to Convexity, translation invariance and subadditivity for \(g\)-expectations and related risk measures (Q2476405):

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)
• Optimal stopping for non-linear expectations. II (Q550130) (← 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)
• A generalized Neyman-Pearson Lemma for \(g\)-probabilities (Q707608) (← links)
• A representation theorem for generators of BSDEs with continuous linear-growth generators in the space of processes (Q708289) (← links)
• On the integral representation of \(g\)-expectations (Q974028) (← links)
• The relationship between risk measures and Choquet expectations in the framework of \(g\)-expectations (Q1004268) (← links)
• A representation theorem for generators of BSDEs with general growth generators in \(y\) and its applications (Q1687231) (← links)
• On dynamic deviation measures and continuous-time portfolio optimization (Q1704138) (← links)
• Perfect hedging under endogenous permanent market impacts (Q1709607) (← links)
• Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application (Q1711108) (← links)
• Representation theorem for generators of quadratic BSDEs (Q1782045) (← links)
• Existence, uniqueness and stability of \(L^1\) solutions for multidimensional backward stochastic differential equations with generators of one-sided Osgood type (Q1800958) (← links)
• Dynamically consistent nonlinear evaluations with their generating functions in \(L^p\) (Q1944854) (← links)
• The domination of \(g\)-evaluations and Choquet evaluations (Q1949671) (← 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)
• Set-valued risk measures as backward stochastic difference inclusions and equations (Q2022755) (← links)
• A representation theorem approach to probabilistic interpretation for viscosity solutions of Isaacs equations (Q2079550) (← links)
• Convexity and sublinearity of \(g\)-expectations (Q2170234) (← links)
• Probabilistic interpretation of HJB equations by the representation theorem for generators of BSDEs (Q2183132) (← links)
• Dynkin game under \(g\)-expectation in continuous time (Q2189342) (← links)
• A generalized stochastic differential utility driven by \(G\)-Brownian motion (Q2190068) (← links)
• Representation theorems for WVaR with respect to a capacity (Q2288804) (← links)
• A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective (Q2296091) (← links)
• Representation theorems for generators of BSDEs and the extended \(g\)-expectations in probability spaces with general filtration (Q2308363) (← links)
• A probabilistic characterization of g-harmonic functions (Q2335198) (← links)
• A new representation for second order stochastic integral-differential operators and its applications (Q2343564) (← links)
• Representation theorems for generators of BSDEs with monotonic and convex growth generators (Q2343654) (← links)
• On the integral representation of \(g\)-expectations with terminal constraints (Q2400639) (← links)
• Representation and converse comparison theorems for multidimensional BSDEs (Q2406779) (← links)
• Dynamic risk measures for processes via backward stochastic differential equations (Q2415962) (← links)
• GlueVaR risk measures in capital allocation applications (Q2513627) (← links)
• Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs (Q2685909) (← links)
• The use of flexible quantile-based measures in risk assessment (Q2807796) (← links)
• (Q4816440) (← links)
• A representation for filtration-consistent nonlinear expectations and its application (Q5055194) (← links)
• Representation of filtration-consistent nonlinear expectation by <i>g</i>-expectation in general framework (Q5079171) (← links)
• A note on representation of BSDE-based dynamic risk measures and dynamic capital allocations (Q5079900) (← links)
• A probabilistic approach to quasilinear parabolic PDEs with obstacle and Neumann problems (Q5110218) (← links)
• Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach (Q5131410) (← links)
• The<i>S</i>-Related Dynamic Convex Valuation in the Brownian Motion Setting (Q5305274) (← links)
• MULTIDIMENSIONAL DYNAMIC RISK MEASURE VIA CONDITIONAL <i>g</i>‐EXPECTATION (Q5739194) (← links)
• Representation theorems of monotonicity generators for BSDEs via <i>L^p</i> (<i>p</i> &gt; 1) solutions in general time intervals (Q5867442) (← links)
• Viability property for multi-dimensional stochastic differential equation and its applications to comparison theorem (Q5875228) (← links)
• Representation theorem and viability property for multidimensional BSDEs and their applications (Q6064077) (← links)
• Anticipated backward stochastic Volterra integral equations with jumps and applications to dynamic risk measures (Q6101862) (← links)
• Invariant representation for generators of general time interval quadratic BSDEs under stochastic growth conditions (Q6152039) (← links)