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By \\({\\mathcal P}\\) we denote the set of all probabilities  \\[ Q= \\exp \\Biggl\\{\\int_0^T\\theta_t\\,dB_t- \\tfrac12\\cdot \\int_0^T| \\theta_t|^2\\,dt \\Biggr\\}\\cdot P, \\]  where \\(\\theta\\) runs all \\(({\\mathcal F}^B_t)\\)-adapted processes bounded by \\(\\mu\\). The authors study the properties of the minimal expectation defined for \\(\\xi\\in \\bigcup_{p>1}L^p(\\Omega,{\\mathcal F}^B_T,P)\\) by \\({\\mathcal E}[\\xi]=\\inf_{Q\\in {\\mathcal P}}E_Q[\\xi]\\) and also its associated minimal conditional expectation.   Using a result of \\textit{N. El Karoui, S. Peng} and \\textit{M. C. Quenez} [Math. Finance 7, No. 1, 1--71 (1997; Zbl 0884.90035)], \\({\\mathcal E}[.]\\) is identified with the \\(g\\)-expectation \\({\\mathcal E}_g[.]\\) (for \\(g(z)=-\\mu| z|\\)) introduced by \\textit{S. Peng} [in: Backward stochastic differential equations. Pitman Res. Notes Math. Ser. 364, 141--159 (1997; Zbl 0892.60066)]. The properties of \\({\\mathcal E}\\) are consequently those of \\({\\mathcal E}_g.\\) Apart from these properties the authors study also the Brownian motion \\(B\\) w.r.t. \\({\\mathcal E}\\). A lot of explicit examples are given to illustrate their 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