Nutz, Marcel; van Handel, Ramon - In: Stochastic Processes and their Applications 123 (2013) 8, pp. 3100-3121
We provide a general construction of time-consistent sublinear expectations on the space of continuous paths. It yields the existence of the conditional G-expectation of a Borel-measurable (rather than quasi-continuous) random variable, a generalization of the random G-expectation, and an...