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We give a theory of sublinear expectations and martingales in discrete time.Without assuming the existence of a dominating probability measure, we derivethe extensions of classical results on uniform integrability, optional stoppingof martingales, and martingale convergence. We also give a theory of BSDEs inthe context of sublinear expectations and a finite-state space, includinggeneral existence and comparison results.

Sublinear Expectations and Martingales in discrete time