Coherent and convex risk measures for bounded cadlag processes

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Dynamic Monetary Risk Measures for Bounded Discrete-Time Processes (2004, background): “Cheridito et al. (2004, 2005) contain representation results for static coherent and convex monetary risk measures that depend on financial values evolving continuously in time.”
Conditional Risk Mappings (2006, unknown): “[5], Rockafellar et al.”
Lectures on Stochastic Programming: Modeling and Theory (2009, background): “The theory of dynamic measures of risk in discrete time was developed in Artzner, Delbaen, Eber, Heath and Ku [9], Cheridito, Delbaen and Kupper [37], Detlefsen and Scandolo [67], Eichhorn and Römisch [74], Pflug and Römisch [182], Pflug and”
Optimization of Convex Risk Functions (2006, background): “[6], Delbaen [7], Föllmer and Schied [8], and Rockafellar et al.”
RISK MEASURES AND CAPITAL REQUIREMENTS FOR PROCESSES (2006, background): “Some earlier papers, such as Wang (1997), Pflug (2001), Artzner et al. (2004), Riedel (2002), Cheridito et al. (2004, 2005), and Weber (2006) have addressed this extension at different degrees of generality and within different financial interpretations of the processes.”