A necessary and sufficient condition for probability measures dominated by \(g\)-expectation
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Publication:1003422
DOI10.1016/j.spl.2008.07.037zbMath1157.60329OpenAlexW1970007075MaRDI QIDQ1003422
Publication date: 4 March 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2008.07.037
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Convexity and sublinearity of \(g\)-expectations ⋮ Dynamic risk measures for processes via backward stochastic differential equations
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