Constructing sublinear expectations on path space (Q2447703): Difference between revisions

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+Ramon van Handel
@@ Property / author: Ramon van Handel / rank @@
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+MaRDI publication profile
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+W2018201955
@@ Property / OpenAlex ID: W2018201955 / rank @@
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@@ Property / arXiv ID @@
+.2415
@@ Property / arXiv ID: 1205.2415 / rank @@
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@@ Property / cites work @@
+Stochastic optimal control. The discrete time case
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+Stochastic integration and \(L^ p-\)theory of semimartingales
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+Quasi-sure analysis, aggregation and dual representations of sublinear expectations in general spaces
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@@ Property / cites work: Q3957682 / rank @@
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@@ Property / cites work @@
+Q3957683
@@ Property / cites work: Q3957683 / rank @@
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@@ Property / cites work @@
+Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
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+A theoretical framework for the pricing of contingent claims in the presence of model uncertainty
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+Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
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