Dynamically consistent nonlinear evaluations with their generating functions in L p

Authors
Citation
Hu, Feng, Dynamically consistent nonlinear evaluations with their generating functions in L p, Acta mathematica Sinica. English series (Print) , 29(4), 2013, pp. 815-832
ISSN journal
14398516
Volume
29
Issue
4
Year of publication
2013
Pages
815 - 832
Database
ACNP
SICI code
Abstract
In this paper, we study dynamically consistent nonlinear evaluations in L p (1 < p < 2). One of our aim is to obtain the following result: under a domination condition, an F t -consistent evaluation is an E g-evaluation in L p. Furthermore, without the assumption that the generating function g (t, ., y, z) is continuous with respect to t, we provide some useful characterizations of an E g-evaluation by g and give some applications. These results include and extend some existing results.