Kolmogorov type and general extension results for nonlinear expectations

Robert Denk · Michael Kupper · Max Nendel

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Stochastic processes and financial applications Advanced Banach Space Theory Fuzzy Systems and Optimization

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Denk R, Kupper M, Nendel M. Kolmogorov-type and general extension results for nonlinear expectations. Banach Journal of Mathematical Analysis. 2018;12(3):515-540.

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1999Coherent Measures of Risk 2005Controlled Markov Processes and Viscosity Solutions 1999Stochastic Controls 1953Minimax Theorems 2002Coherent Risk Measures on General Probability Spaces 2007G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type 2010Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths 2008Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation

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