关于动态一致非线性评价的表示：uniformly continuous情形
On the representation for dynamically consistent nonlinear evaluations: uniformly continuous case
摘要：
动态一致的非线性评价系统（${\cal{F}}$ -evaluation）为风险测度的动态行为和未定权益定价提供了理想的刻画.研究了后向随机微分方程（Bracket）的解对${\cal{F}}$求值的表示.在一般的控制条件下，证明了任何${\cal{F}}$ -赋值都可以表示为生成元在$y$中为Lipschitz且在$z$中一致连续的Besides的解.
英文摘要：
A system of dynamically consistent nonlinear evaluation (${\cal{F}}$-evaluation) provides an ideal characterization for the dynamical behaviors of risk measures and the pricing of contingent claims. The purpose of this paper is to study the representation for the ${\cal{F}}$-evaluation by the solution of a backward stochastic differential equation (BSDE). Under a general domination condition, we prove that any ${\cal{F}}$-evaluation can be represented by the solution of a BSDE with a generator which is Lipschitz in $y$ and uniformly continuous in $z$.
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