Pages that link to "Item:Q424490"
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The following pages link to Representing filtration consistent nonlinear expectations as \(g\)-expectations in general probability spaces (Q424490):
Displaying 18 items.
- BSDEs under filtration-consistent nonlinear expectations and the corresponding decomposition theorem for \({\mathcal E}\)-supermartingales in \(L^p\) (Q350794) (← links)
- Mean-field backward stochastic differential equations in general probability spaces (Q1663545) (← 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)
- Filtration-consistent nonlinear expectations and related \(g\)-expectations (Q1849496) (← links)
- Gittins' theorem under uncertainty (Q2076662) (← links)
- A general comparison theorem for reflected BSDEs (Q2244498) (← links)
- Representation theorems for generators of BSDEs and the extended \(g\)-expectations in probability spaces with general filtration (Q2308363) (← links)
- On the integral representation of \(g\)-expectations with terminal constraints (Q2400639) (← 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 framework of BSDEs with stochastic Lipschitz coefficients (Q5140340) (← links)
- Non-linear expectations in spaces of Colombeau generalized functions (Q5378405) (← links)
- Undiscounted Markov Chain BSDEs to Stopping Times (Q5416555) (← links)
- Markov chains under nonlinear expectation (Q6054140) (← links)
- On \(g\)-expectations and filtration-consistent nonlinear expectations (Q6635674) (← links)
