Choquet expectation and Peng's \(g\)-expectation (Q1781180): Difference between revisions

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+math/0506598
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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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+Representation of capacities
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+A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
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+Ambiguity, Risk, and Asset Returns in Continuous Time
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+Theory of capacities
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+Backward Stochastic Differential Equations in Finance
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+Risk, Ambiguity, and the Savage Axioms
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+Expected utility with purely subjective non-additive probabilities
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+Subjective Probability and Expected Utility without Additivity
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+Testing and Characterizing Properties of Nonadditive Measures Through Violations of the Sure-Thing Principle
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+Bayes' theorem for Choquet capacities
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