The following pages link to (Q4357507):
Displaying 50 items.
- On the minimal members of convex expectations with constraints (Q259647) (← links)
- Bounded solutions, \(L^p\) \((p > 1)\) solutions and \(L^1\) solutions for one dimensional BSDEs under general assumptions (Q265654) (← links)
- On the stability theorem of \(L^{p}\) solutions for multidimensional BSDEs with uniform continuity generators in \(z\) (Q292946) (← links)
- Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications (Q294511) (← links)
- Strong laws of large numbers for sub-linear expectations (Q295129) (← links)
- Dual representation of minimal supersolutions of convex BSDEs (Q297463) (← links)
- Uncertainty orders on the sublinear expectation space (Q317860) (← links)
- A functional Itô's calculus approach to convex risk measures with jump diffusion (Q322579) (← links)
- A strong law of large numbers for sub-linear expectation under a general moment condition (Q334052) (← links)
- Markovian forward-backward stochastic differential equations and stochastic flows (Q360694) (← links)
- Acceptability indexes via \(g\)-expectations: an application to liquidity risk (Q367373) (← links)
- Jensen's inequality for generalized Peng's \(g\)-expectations and its applications (Q370129) (← links)
- Random \(G\)-expectations (Q373831) (← links)
- An optimal insurance design problem under Knightian uncertainty (Q377795) (← links)
- Stochastic variational inequality and reflected BSDE with single \(L^2\) obstacle (Q388750) (← links)
- Quadratic reflected BSDEs with unbounded obstacles (Q424464) (← links)
- Representing filtration consistent nonlinear expectations as \(g\)-expectations in general probability spaces (Q424490) (← links)
- On backward stochastic differential equations and strict local martingales (Q429279) (← links)
- Backward stochastic differential equations approach to hedging, option pricing, and insurance problems (Q462406) (← links)
- Cooperative hedging in the complete market under \(g\)-expectation constraint (Q475681) (← links)
- Dynamic quasi concave performance measures (Q478133) (← links)
- \(L^p\) solutions of multidimensional BSDEs with weak monotonicity and general growth generators (Q495173) (← links)
- Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm (Q525907) (← links)
- Optimal stopping for non-linear expectations. I (Q550129) (← links)
- Optimal stopping for non-linear expectations. II (Q550130) (← links)
- Stopping times and related Itô's calculus with \(G\)-Brownian motion (Q550162) (← links)
- A property of \(g\)-probabilities (Q601941) (← links)
- Backward stochastic differential equations with a uniformly continuous generator and related \(g\)-expectation (Q607277) (← links)
- A class of BSDE with integrable parameters (Q613205) (← links)
- Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths (Q623470) (← links)
- On the minimal members of convex expectations (Q624553) (← links)
- Inf-convolution of \(G\)-expectations (Q625814) (← links)
- Maximum principle for differential games of forward-backward stochastic systems with applications (Q640986) (← links)
- Optimal stopping with dynamic variational preferences (Q643275) (← links)
- Representation of the penalty term of dynamic concave utilities (Q650761) (← links)
- Optimal risk transfer for agents with germs (Q661203) (← links)
- Extending dynamic convex risk measures from discrete time to continuous time: a convergence approach (Q661265) (← links)
- Weak approximation of \(G\)-expectations (Q665446) (← links)
- Dynamical evaluations (Q704247) (← links)
- A converse comparison theorem for \(g\)-expectations (Q705057) (← links)
- Filtration consistent nonlinear expectations and evaluations of contingent claims (Q705074) (← links)
- A generalized Neyman-Pearson Lemma for \(g\)-probabilities (Q707608) (← links)
- Doubly reflected BSDEs with integrable parameters and related Dynkin games (Q744973) (← links)
- Properties of minimal mathematical expectations (Q812740) (← links)
- Jensen's inequality for \(g\)-expectations in general filtration spaces (Q826705) (← links)
- Valuation of power plants by utility indifference and numerical computation (Q836863) (← links)
- Generalized Peng's \(g\)-expectations and related properties (Q844869) (← links)
- A note on \(g\)-expectation with comonotonic additivity (Q850202) (← links)
- Backward stochastic differential equations with jumps and related nonlinear expectations (Q855683) (← links)
- Jensen's inequality for backward stochastic differential equations (Q867437) (← links)
