Abstract
Under the continuous assumption on the generator g, Briand et al. [Electron. Comm. Probab. 5 (2000) 101–117] showed some connections between g and the conditional g-expectation
Citation
Long Jiang. "Convexity, translation invariance and subadditivity for g-expectations and related risk measures." Ann. Appl. Probab. 18 (1) 245 - 258, February 2008. https://doi.org/10.1214/105051607000000294
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