Related references
Note: Only part of the references are listed.Conditional nonlinear expectations
Daniel Bartl
STOCHASTIC PROCESSES AND THEIR APPLICATIONS (2020)
A semigroup approach to nonlinear Levy processes
Robert Denk et al.
STOCHASTIC PROCESSES AND THEIR APPLICATIONS (2020)
KOLMOGOROV-TYPE AND GENERAL EXTENSION RESULTS FOR NONLINEAR EXPECTATIONS
Robert Denk et al.
BANACH JOURNAL OF MATHEMATICAL ANALYSIS (2018)
The Limit Behaviour of Imprecise Continuous-Time Markov Chains
Jasper De Bock
JOURNAL OF NONLINEAR SCIENCE (2017)
Imprecise continuous-time Markov chains
Thomas Krak et al.
INTERNATIONAL JOURNAL OF APPROXIMATE REASONING (2017)
DUALITY FOR INCREASING CONVEX FUNCTIONALS WITH COUNTABLY MANY MARGINAL CONSTRAINTS
Daniel Bartl et al.
BANACH JOURNAL OF MATHEMATICAL ANALYSIS (2017)
Efficient computation of the bounds of continuous time imprecise Markov chains
Damjan Skulj
APPLIED MATHEMATICS AND COMPUTATION (2015)
Niveloids and their extensions: Risk measures on small domains
S. Cerreia-Vioglio et al.
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS (2014)
Quasi-sure Stochastic Analysis through Aggregation
H. Mete Soner et al.
ELECTRONIC JOURNAL OF PROBABILITY (2011)
Martingale representation theorem for the G-expectation
H. Mete Soner et al.
STOCHASTIC PROCESSES AND THEIR APPLICATIONS (2011)
COMPARISONS FOR BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS ON MARKOV CHAINS AND RELATED NO-ARBITRAGE CONDITIONS
Samuel N. Cohen et al.
ANNALS OF APPLIED PROBABILITY (2010)
Discrete time Markov chains with interval probabilities
Damjan Skulj
INTERNATIONAL JOURNAL OF APPROXIMATE REASONING (2009)
IMPRECISE MARKOV CHAINS AND THEIR LIMIT BEHAVIOR
Gert de Cooman et al.
PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES (2009)
Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation
Shige Peng
STOCHASTIC PROCESSES AND THEIR APPLICATIONS (2008)
Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs
Patrick Cheridito et al.
COMMUNICATIONS ON PURE AND APPLIED MATHEMATICS (2007)
Nonlinear expectations and nonlinear Markov chains
SG Peng
CHINESE ANNALS OF MATHEMATICS SERIES B (2005)
Convex measures of risk and trading constraints
H Föllmer et al.
FINANCE AND STOCHASTICS (2002)
Putting order in risk measures
M Frittelli et al.
JOURNAL OF BANKING & FINANCE (2002)
Filtration-consistent, nonlinear expectations and related g-expectations
F Coquet et al.
PROBABILITY THEORY AND RELATED FIELDS (2002)
Share Paper
