4 Treffer für Schlagwort = "nonlinear expectation"
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Doubly Reflected BSDEs and $\mathcal{E}$$^ƒ$-Dynkin games: beyond the right-continuous case
Grigorova, Miryana ; Imkeller, Peter ; Quenez, Marie-Claire ; Ouknine, Youssef
2018
Markov chains under nonlinear expectation
Nendel, Max
In: Mathematical Finance, Jg. 31 H. 1, S. 474-507
On Nonlinear Expectations and Markov Chains under Model Uncertainty
Nendel, Max
2019
Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems
Nendel, Max ; Röckner, Michael
2019