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Volumn 17, Issue , 2012, Pages

Quasi-sure analysis, aggregation and dual representations of sublinear expectations in general spaces

Author keywords

Aggregation; Capacity; Dual representation; Sublinear expectation

Indexed keywords


EID: 84864857805     PISSN: None     EISSN: 10836489     Source Type: Journal    
DOI: 10.1214/EJP.v17-2224     Document Type: Article
Times cited : (25)

References (17)
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    • Laurent Denis, Mingshang Hu, and Shige Peng, Function spaces and capacity related toa sublinear expectation: Application to G-brownian motion paths, Potential Analysis 34(2011), no. 2, 139-161. MR-2754968
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    • Quasi-sure stochastic analysis through aggregation
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    • H. Mete Soner, Nizar Touzi, and Jianfeng Zhang, Quasi-sure stochastic analysis through aggregation, Electronic Journal of Probability16 (2011), 1844-1879. MR-2842089
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.