On the integral representation of \(g\)-expectations (Q974028): Difference between revisions

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+A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
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+Choquet expectation and Peng's \(g\)-expectation
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+Ambiguity, Risk, and Asset Returns in Continuous Time
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+Minimax pricing and Choquet pricing
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+Theory of capacities
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+Filtration-consistent nonlinear expectations and related \(g\)-expectations
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+Non-additive measure and integral
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+Backward Stochastic Differential Equations in Finance
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+Convexity, translation invariance and subadditivity for \(g\)-expectations and related risk measures
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+Adapted solution of a backward stochastic differential equation
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+Q4357507
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