Sublinear Expectations and Martingales in discrete time
  We give a theory of sublinear expectations and martingales in discrete time. Without assuming the existence of a dominating probability measure, we derive the extensions of classical results on uniform integrability, optional stopping of martingales, and martingale convergence. We also give a theory of BSDEs in the context of sublinear expectations and a finite-state space, including general existence and comparison results. 
Samuel Cohen and Shaolin Ji and Shige Peng
math.PR