Pages that link to "Item:Q1790167"
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The following pages link to Kolmogorov-type and general extension results for nonlinear expectations (Q1790167):
Displaying 11 items.
- Limits of random walks with distributionally robust transition probabilities (Q2064848) (← links)
- Markovian imprecise jump processes: extension to measurable variables, convergence theorems and algorithms (Q2152515) (← links)
- On nonlinear expectations and Markov chains under model uncertainty (Q2237129) (← links)
- A semigroup approach to nonlinear Lévy processes (Q2301490) (← links)
- Markov risk mappings and risk-sensitive optimal prediction (Q2699029) (← links)
- Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems (Q5013561) (← links)
- Markov chains under nonlinear expectation (Q6054140) (← links)
- Convex monotone semigroups on lattices of continuous functions (Q6057854) (← links)
- An axiomatic approach to default risk and model uncertainty in rating systems (Q6146435) (← links)
- A generalized stochastic process: fractional \(G\)-Brownian motion (Q6164852) (← links)
- Dynamic bid-ask pricing under Dempster-Shafer uncertainty (Q6170042) (← links)
