Extension and Application of Itô's Formula Under<i>G</i>-Framework (Q5305283): Difference between revisions

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+Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine
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+Continuous properties of \(g\)-martingales
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+Choquet expectation and Peng's \(g\)-expectation
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+A theoretical framework for the pricing of contingent claims in the presence of model uncertainty
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+Risk, Ambiguity, and the Savage Axioms
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+Asymptotic expansions of transition densities for hybrid jump-diffusions
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+Nonlinear expectations and nonlinear Markov chains
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