Pages that link to "Item:Q947150"

The following pages link to Representation theorems for quadratic \(\mathcal F\)-consistent nonlinear expectations (Q947150):

Displaying 16 items.

• Representing filtration consistent nonlinear expectations as \(g\)-expectations in general probability spaces (Q424490) (← links)
• Optimal stopping for non-linear expectations. I (Q550129) (← links)
• Backward stochastic differential equations with a uniformly continuous generator and related \(g\)-expectation (Q607277) (← links)
• Representation of the penalty term of dynamic concave utilities (Q650761) (← links)
• Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
• Existence, uniqueness and comparisons for BSDEs in general spaces (Q690880) (← links)
• Doubly reflected BSDEs with integrable parameters and related Dynkin games (Q744973) (← links)
• On dynamic deviation measures and continuous-time portfolio optimization (Q1704138) (← links)
• Perfect hedging under endogenous permanent market impacts (Q1709607) (← links)
• Jump-filtration consistent nonlinear expectations with \(\mathbb{L}^p\) domains (Q1734284) (← links)
• On the representation for dynamically consistent nonlinear evaluations: uniformly continuous case (Q1745261) (← links)
• Stochastic control for a class of nonlinear kernels and applications (Q1747758) (← links)
• Representation theorem for generators of quadratic BSDEs (Q1782045) (← links)
• Concentration of dynamic risk measures in a Brownian filtration (Q1999909) (← links)
• Quadratic \(g\)-convexity, \(C\)-convexity and their relationships (Q2342394) (← links)
• Optional Sampling Theorem for Deformed Submartingales (Q2944450) (← links)