Before revision:  We also consider dynamic convex expectations defined on the set of discrete-time stochastic processes} (\cdot|U)) is characterized via a pasting property of the representing sets of probabilities.
After revision:  We also consider dynamic convex expectations defined on the set of discrete-time stochastic processes} (\mathcal{E(\cdot|U)) is characterized via a pasting property of the representing sets of probabilities.