Kolmogorov-type and general extension results for nonlinear expectations (Q1790167): Difference between revisions

@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+�ber die Fortsetzung von Wahrscheinlichkeitsfeldern
+Normal rank
@@ Property / cites work @@
+Q3415147
@@ Property / cites work: Q3415147 / rank @@
+Normal rank
@@ Property / cites work @@
+Niveloids and their extensions: risk measures on small domains
+Normal rank
@@ Property / cites work @@
+Dynamic monetary risk measures for bounded discrete-time processes
+Normal rank
@@ Property / cites work @@
+Duality for increasing convex functionals with countably many marginal constraints
+Normal rank
@@ Property / cites work @@
+Duality Formulas for Robust Pricing and Hedging in Discrete Time
+Normal rank
@@ Property / cites work @@
+Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs
+Normal rank
@@ Property / cites work @@
+Forme abstraite du théorème de capacitabilité
@@ Property / cites work: Forme abstraite du théorème de capacitabilité / rank @@
+Normal rank
@@ Property / cites work @@
+Filtration-consistent nonlinear expectations and related \(g\)-expectations
+Normal rank
@@ Property / cites work @@
+Coherent risk measures
@@ Property / cites work: Coherent risk measures / rank @@
+Normal rank
@@ Property / cites work @@
+Q4550909
@@ Property / cites work: Q4550909 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5294265
@@ Property / cites work: Q5294265 / rank @@
+Normal rank
@@ Property / cites work @@
+Representation of the penalty term of dynamic concave utilities
+Normal rank
@@ Property / cites work @@
+Q3957682
@@ Property / cites work: Q3957682 / rank @@
+Normal rank
@@ Property / cites work @@
+Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
+Normal rank
@@ Property / cites work @@
+Weak approximation of \(G\)-expectations
@@ Property / cites work: Weak approximation of \(G\)-expectations / rank @@
+Normal rank
@@ Property / cites work @@
+Minimax Theorems
@@ Property / cites work: Minimax Theorems / rank @@
+Normal rank
@@ Property / cites work @@
+Controlled Markov processes and viscosity solutions
+Normal rank
@@ Property / cites work @@
+Spatial Risk Measures: Local Specification and Boundary Risk
+Normal rank
@@ Property / cites work @@
+Convex risk measures and the dynamics of their penalty functions
+Normal rank
@@ Property / cites work @@
+Stochastic Finance
@@ Property / cites work: Stochastic Finance / rank @@
+Normal rank
@@ Property / cites work @@
+Markov set-chains
@@ Property / cites work: Markov set-chains / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear expectations and nonlinear Markov chains
+Normal rank
@@ Property / cites work @@
+Q5436616
@@ Property / cites work: Q5436616 / rank @@
+Normal rank
@@ Property / cites work @@
+Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
+Normal rank
@@ Property / cites work @@
+Martingale representation theorem for the \(G\)-expectation
+Normal rank
@@ Property / cites work @@
+Quasi-sure stochastic analysis through aggregation
+Normal rank
@@ Property / cites work @@
+Q5580575
@@ Property / cites work: Q5580575 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4255599
@@ Property / cites work: Q4255599 / rank @@
+Normal rank