Pages that link to "Item:Q1781180"

The following pages link to Choquet expectation and Peng's \(g\)-expectation (Q1781180):

Displaying 38 items.

• On the minimal members of convex expectations with constraints (Q259647) (← links)
• Uncertainty orders on the sublinear expectation space (Q317860) (← links)
• \(L^p\) weak convergence method on BSDEs with non-uniformly Lipschitz coefficients and its applications (Q321236) (← links)
• A property of \(g\)-probabilities (Q601941) (← links)
• A generalized Neyman-Pearson Lemma for \(g\)-probabilities (Q707608) (← links)
• Properties of minimal mathematical expectations (Q812740) (← links)
• Generalized Peng's \(g\)-expectations and related properties (Q844869) (← links)
• A note on \(g\)-expectation with comonotonic additivity (Q850202) (← links)
• On the integral representation of \(g\)-expectations (Q974028) (← links)
• A necessary and sufficient condition for probability measures dominated by \(g\)-expectation (Q1003422) (← links)
• The relationship between risk measures and Choquet expectations in the framework of \(g\)-expectations (Q1004268) (← links)
• A comonotonic theorem for backward stochastic differential equations in \(L^p\) and its applications (Q1933292) (← links)
• \(g\)-variance (Q1956506) (← links)
• Stochastic ordering by \(g\)-expectations (Q2038280) (← links)
• Structured ambiguity and model misspecification (Q2067388) (← links)
• Explicit solutions for a class of nonlinear BSDEs and their nodal sets (Q2096192) (← links)
• A central limit theorem for sets of probability measures (Q2169078) (← links)
• Dynkin game under \(g\)-expectation in continuous time (Q2189342) (← links)
• A hypothesis-testing perspective on the \(G\)-normal distribution theory (Q2288768) (← links)
• Sub-concave and sub-convex capacities (Q2328917) (← links)
• On the integral representation of \(g\)-expectations with terminal constraints (Q2400639) (← links)
• The effects of changing margin levels on futures options price (Q2461310) (← links)
• Convexity, translation invariance and subadditivity for \(g\)-expectations and related risk measures (Q2476405) (← links)
• Inequalities for upper and lower probabilities (Q2483891) (← links)
• Minimax pricing and Choquet pricing (Q2499830) (← links)
• Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory (Q2700077) (← links)
• Strong laws of large numbers for negatively dependent random variables under sublinear expectations (Q4606478) (← links)
• FROM BID-ASK CREDIT DEFAULT SWAP QUOTES TO RISK-NEUTRAL DEFAULT PROBABILITIES USING DISTORTED EXPECTATIONS (Q5010070) (← links)
• A strong law of large number for negatively dependent and non identical distributed random variables in the framework of sublinear expectation (Q5077878) (← links)
• A strong law of large numbers for independent random variables under non-additive probabilities (Q5078021) (← links)
• Extension and Application of Itô's Formula Under<i>G</i>-Framework (Q5305283) (← links)
• Representation theorem and viability property for multidimensional BSDEs and their applications (Q6064077) (← links)
• Relative Growth Rate Optimization Under Behavioral Criterion (Q6091090) (← links)
• Mean-variance portfolio selection under no-shorting rules: a BSDE approach (Q6174059) (← links)
• Egoroff's theorem and Lusin's theorem for capacities in the framework of \(g\)-expectation (Q6534562) (← links)
• The perturbation method applied to a robust optimization problem with constraint (Q6594801) (← links)
• Optimal controls for forward-backward stochastic differential equations: time-inconsistency and time-consistent solutions (Q6597805) (← links)
• Stochastic recursive optimal control of McKean-Vlasov type: a viscosity solution approach (Q6615817) (← links)