Lenglart domination inequalities for \(g\)-expectations (Q1036610): Difference between revisions

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-Guo-Qing Zhao
@@ Property / author: Guo-Qing Zhao / rank @@
-Normal rank
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+Guo-Qing Zhao
@@ Property / author: Guo-Qing Zhao / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2009.08.009
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@@ Property / OpenAlex ID @@
+W2090291035
@@ Property / OpenAlex ID: W2090291035 / rank @@
+Normal rank
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+Coherent Measures of Risk
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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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+A general downcrossing inequality for \(g\)-martingales
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+Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
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+Risk measures via \(g\)-expectations
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+Backward stochastic differential equations with jumps and related nonlinear expectations
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+Maximal inequalities for \(g\)-martingales
@@ Property / cites work: Maximal inequalities for \(g\)-martingales / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:1036610