Generalized Peng's \(g\)-expectations and related properties (Q844869): Difference between revisions

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+https://doi.org/10.1016/j.spl.2009.10.006
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+W2004556613
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+A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
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+\(L^p\) solutions of backward stochastic differential equations.
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+A property of backward stochastic differential equations
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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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+Jensen's inequality for \(g\)-expectation. I
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+Jensen's inequality for \(g\)-expectation. II
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+Filtration-consistent nonlinear expectations and related \(g\)-expectations
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+Backward Stochastic Differential Equations in Finance
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+On Jensen's inequality for \(g\)-expectation and for nonlinear expectation
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+Representation theorems for generators of backward stochastic differential equations and their applications
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+A note on \(g\)-expectation with comonotonic additivity
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+Adapted solution of a backward stochastic differential equation
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+Q4357507
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+Risk measures via \(g\)-expectations
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