On \(g\)-expectations and filtration-consistent nonlinear expectations

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Representing filtration consistent nonlinear expectations as \(g\)-expectations in general probability spaces
On backward stochastic differential equations and strict local martingales
Backward stochastic differential equations with a uniformly continuous generator and related \(g\)-expectation
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Representation of the penalty term of dynamic concave utilities
Backward SDEs with superquadratic growth
Mean-field backward stochastic differential equations and related partial differential equations
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Quadratic BSDEs with convex generators and unbounded terminal conditions
Representation theorems for quadratic \(\mathcal F\)-consistent nonlinear expectations
Convex measures of risk and trading constraints
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On the representation for dynamically consistent nonlinear evaluations: uniformly continuous case
Filtration-consistent nonlinear expectations and related \(g\)-expectations
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Representation theorems for generators of BSDEs with monotonic and convex growth generators
Stochastic differential equations, backward SDEs, partial differential equations
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BSDEs with terminal conditions that have bounded Malliavin derivative
Convexity, translation invariance and subadditivity for \(g\)-expectations and related risk measures
On the comparison theorem for multidimensional BSDEs
Risk measures via \(g\)-expectations
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Representation theorems for generators of backward stochastic differential equations and their applications
On the backward stochastic differential equation with generator \(f(y)|z|^2\)
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The Malliavin Calculus and Related Topics
On Quadraticg-Evaluations/Expectations and Related Analysis
Backward Stochastic Differential Equations in Finance
MULTIDIMENSIONAL DYNAMIC RISK MEASURE VIA CONDITIONAL g‐EXPECTATION

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