On Jensen's inequality, Hölder's inequality, and Minkowski's inequality for dynamically consistent nonlinear evaluations (Q2405780): Difference between revisions

@@ Property / cites work @@
+Dynamical evaluations
@@ Property / cites work: Dynamical evaluations / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamically consistent nonlinear evaluations with their generating functions in \(L^p\)
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Solution of forward-backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations with continuous coefficient
+Normal rank
@@ Property / cites work @@
+Backward Stochastic Differential Equations in Finance
+Normal rank
@@ Property / cites work @@
+Q4357511
@@ Property / cites work: Q4357511 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4263364
@@ Property / cites work: Q4263364 / rank @@
+Normal rank
@@ Property / cites work @@
+\(L^p\) solutions of backward stochastic differential equations.
+Normal rank
@@ Property / cites work @@
+Q4761439
@@ Property / cites work: Q4761439 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2862247
@@ Property / cites work: Q2862247 / rank @@
+Normal rank
@@ Property / cites work @@
+Ambiguity, Risk, and Asset Returns in Continuous Time
+Normal rank
@@ Property / cites work @@
+A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
+Normal rank
@@ Property / cites work @@
+Filtration consistent nonlinear expectations and evaluations of contingent claims
+Normal rank
@@ Property / cites work @@
+On Jensen's inequality for \(g\)-expectation and for nonlinear expectation
+Normal rank
@@ Property / cites work @@
+Risk measures via \(g\)-expectations
@@ Property / cites work: Risk measures via \(g\)-expectations / rank @@
+Normal rank
@@ Property / cites work @@
+Jensen's inequality for \(g\)-expectation. I
@@ Property / cites work: Jensen's inequality for \(g\)-expectation. I / rank @@
+Normal rank
@@ Property / cites work @@
+Jensen's inequality for \(g\)-expectation. II
@@ Property / cites work: Jensen's inequality for \(g\)-expectation. II / rank @@
+Normal rank
@@ Property / cites work @@
+Filtration-consistent nonlinear expectations and related \(g\)-expectations
+Normal rank
@@ Property / cites work @@
+Q4357646
@@ Property / cites work: Q4357646 / rank @@
+Normal rank
@@ Property / cites work @@
+Jensen's inequality for filtration consistent nonlinear expectation without domination condition
+Normal rank
@@ Property / cites work @@
+Generalized Peng's \(g\)-expectations and related properties
+Normal rank
@@ Property / cites work @@
+On Jensen's inequality and Hölder's inequality for \(g\)-expectation
+Normal rank
@@ Property / cites work @@
+Jensen's inequality for backward stochastic differential equations
+Normal rank
@@ Property / cites work @@
+On Jensen's inequality for \(g\)-expectation
@@ Property / cites work: On Jensen's inequality for \(g\)-expectation / rank @@
+Normal rank
@@ Property / cites work @@
+Q4357507
@@ Property / cites work: Q4357507 / rank @@
+Normal rank
@@ Property / cites work @@
+Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
+Normal rank
@@ Property / cites work @@
+Jensen's inequality for generalized Peng's \(g\)-expectations and its applications
+Normal rank
@@ Property / cites work @@
+Q3955929
@@ Property / cites work: Q3955929 / rank @@
+Normal rank
@@ Property / cites work @@
+Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
+Normal rank