Constructing sublinear expectations on path spaceMarcel Nutz, Ramon van Handel2013-04-17articleStochastic Processes and their Applications136 citationsbronzeNo readable copy stored yet — this record is metadata only.Stochastic processes and financial applicationsRisk and Portfolio OptimizationFuzzy Systems and OptimizationAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 136 citations exist upstream.References1980MULTI-DIMENSIONAL DIFFUSION PROCESSES2002Stochastic Finance: An Introduction in Discrete Time2007G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type2019Nonlinear Expectations and Stochastic Calculus under Uncertainty2010Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths2008Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation1989Stochastic Optimal Control2006A theoretical framework for the pricing of contingent claims in the presence of model uncertaintyCited by2017Dynamic programming approach to principal–agent problems2013Superreplication under volatility uncertainty for measurable claims2013A numerical algorithm for a class of BSDEs via the branching process2016Moral Hazard in Dynamic Risk Management2015Optimal stopping under adverse nonlinear expectation and related games2015ROBUST FUNDAMENTAL THEOREM FOR CONTINUOUS PROCESSES2014Optimal stopping under nonlinear expectation2015Nonlinear Lévy processes and their characteristics