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

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+Some Fubini theorems on product \(\sigma \)-algebras for non-additive measures
+Normal rank
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+Ambiguity, Risk, and Asset Returns in Continuous Time
+Normal rank
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+Inequalities for upper and lower probabilities
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+Minimax pricing and Choquet pricing
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+Normal rank
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+Theory of capacities
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+Normal rank
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+On indepedence for non-additive measures, with a Fubini theorem
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+The relationship between risk measures and Choquet expectations in the framework of \(g\)-expectations
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+Adapted solution of a backward stochastic differential equation
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+Q4357507
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+Normal rank
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+Filtration consistent nonlinear expectations and evaluations of contingent claims
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+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