Some properties of \(g\)-convex functions (Q2441132): Difference between revisions

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+https://doi.org/10.1007/s11425-013-4603-3
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+W2107212763
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@@ Property / cites work @@
+A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
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+Viability property for a backward stochastic differential equation and applications to partial differential equations
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+Ambiguity, Risk, and Asset Returns in Continuous Time
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+Jensen's inequality for \(g\)-expectation. I
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+Filtration-consistent nonlinear expectations and related \(g\)-expectations
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+On Jensen's inequality for \(g\)-expectation and for nonlinear expectation
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+Jensen's inequality for \(g\)-convex function under \(g\)-expectation
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+On Jensen's inequality for \(g\)-expectation
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+Adapted solution of a backward stochastic differential equation
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+Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
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+Dynamical evaluations
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+Risk measures via \(g\)-expectations
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