Fubini theorem for non additive measures in the framework of g-expectation (Q4605256): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1080/03610926.2017.1285921
+Normal rank
@@ Property / OpenAlex ID @@
+W2580597849
@@ Property / OpenAlex ID: W2580597849 / rank @@
+Normal rank
@@ Property / cites work @@
+Some Fubini theorems on product \(\sigma \)-algebras for non-additive measures
+Normal rank
@@ Property / cites work @@
+Ambiguity, Risk, and Asset Returns in Continuous Time
+Normal rank
@@ Property / cites work @@
+Inequalities for upper and lower probabilities
@@ Property / cites work: Inequalities for upper and lower probabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Minimax pricing and Choquet pricing
@@ Property / cites work: Minimax pricing and Choquet pricing / rank @@
+Normal rank
@@ Property / cites work @@
+Theory of capacities
@@ Property / cites work: Theory of capacities / rank @@
+Normal rank
@@ Property / cites work @@
+On indepedence for non-additive measures, with a Fubini theorem
+Normal rank
@@ Property / cites work @@
+The relationship between risk measures and Choquet expectations in the framework of \(g\)-expectations
+Normal rank
@@ Property / cites work @@
+Adapted solution of a backward stochastic differential equation
+Normal rank
@@ Property / cites work @@
+Q4357507
@@ Property / cites work: Q4357507 / rank @@
+Normal rank
@@ Property / cites work @@
+Filtration consistent nonlinear expectations and evaluations of contingent claims
+Normal rank
@@ Property / cites work @@
+Risk measures via \(g\)-expectations
@@ Property / cites work: Risk measures via \(g\)-expectations / rank @@
+Normal rank

Fubini theorem for non additive measures in the framework of <i><i>g</i></i>-expectation (Q4605256): Difference between revisions

Latest revision as of 04:29, 15 July 2024

Statements

Identifiers

Sitelinks

Mathematics(1 entry)