{"paper":{"title":"Representation Theorems for Quadratic ${\\cal F}$-Consistent Nonlinear Expectations","license":"","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Jin Ma (Department of Mathematics), Shige Peng (Institute of Mathematics), Song Yao (Department of Mathematics), Ying Hu (IRMAR)","submitted_at":"2007-04-13T17:03:19Z","abstract_excerpt":"In this paper we extend the notion of ``filtration-consistent nonlinear expectation\" (or \"${\\cal F}$-consistent nonlinear expectation\") to the case when it is allowed to be dominated by a $g$-expectation that may have a quadratic growth. We show that for such a nonlinear expectation many fundamental properties of a martingale can still make sense, including the Doob-Meyer type decomposition theorem and the optional sampling theorem. More importantly, we show that any quadratic ${\\cal F}$-consistent nonlinear expectation with a certain domination property must be a quadratic $g$-expectation. Th"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"0704.1796","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/0704.1796/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}