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Nonlinear expectations and nonlinear Markov chains
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    Nonlinear expectations and nonlinear Markov chains (English)
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    26 July 2005
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    Backward stochastic differential equations
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    Measure of risk
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    \(g\)-expectation
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    \(g\)-martingale
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    Nonlinear Kolmogorov's consistent theorem
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    Doob-Meyer decomposition
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