Pages that link to "Item:Q844869"
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The following pages link to Generalized Peng's \(g\)-expectations and related properties (Q844869):
Displaying 10 items.
- \(L^p\) 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)
- Choquet expectation and Peng's \(g\)-expectation (Q1781180) (← links)
- A comonotonic theorem for backward stochastic differential equations in \(L^p\) and its applications (Q1933292) (← links)
- Dynamically consistent nonlinear evaluations with their generating functions in \(L^p\) (Q1944854) (← links)
- Notes on Peng's independence in sublinear expectation theory (Q2105394) (← 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)
- On Jensen's inequality, Hölder's inequality, and Minkowski's inequality for dynamically consistent nonlinear evaluations (Q2405780) (← links)
- Generalized expected value of continuous random variables and its applications (Q5079104) (← links)