Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths

Potential Analysis

Volumn 34, Issue 2, 2011, Pages 139-161

  Denis, Laurent ^a   Hu, Mingshang ^b   Peng, Shige ^b,c  

^a UNIVERSITÉ D EVRY VAL D ESSONNE   (France)

^b SHANDONG UNIVERSITY   (China)

^c FUDAN UNIVERSITY   (China)

Author keywords

Capacity; Dynamic programming principle; G Brownian motion; G expectation; Sublinear expectation

Indexed keywords

EID: 78651408734     PISSN: 09262601     EISSN: 1572929X     Source Type: Journal    
DOI: 10.1007/s11118-010-9185-x     Document Type: Article

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