Generalized Peng's \(g\)-expectations and related properties
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Publication:844869
DOI10.1016/j.spl.2009.10.006zbMath1181.60084OpenAlexW2004556613MaRDI QIDQ844869
Publication date: 5 February 2010
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2009.10.006
Related Items
\(L^p\) weak convergence method on BSDEs with non-uniformly Lipschitz coefficients and its applications, Jensen's inequality for generalized Peng's \(g\)-expectations and its applications, On Jensen's inequality, Hölder's inequality, and Minkowski's inequality for dynamically consistent nonlinear evaluations, A comonotonic theorem for backward stochastic differential equations in \(L^p\) and its applications, Dynamically consistent nonlinear evaluations with their generating functions in \(L^p\), Representation theorems for generators of BSDEs and the extended \(g\)-expectations in probability spaces with general filtration
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