Representation for filtration-consistent nonlinear expectations under a general domination condition

Abstract: In this paper, we consider filtration-consistent nonlinear expectations which satisfy a general domination condition (dominated by

{c a l E}^{p h i}

). We show that this kind of nonlinear expectations can be represented by

g

-expectations defined by the solutions of backward stochastic differential equations, whose generators are independent on

y

and uniformly continuous in

z

.

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