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Latest revision as of 11:38, 8 July 2024

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Constructing sublinear expectations on path space
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    Constructing sublinear expectations on path space (English)
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    28 April 2014
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    sublinear expectation
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    \(G\)-expectation
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    random \(G\)-expectation
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    time-consistency
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    optional sampling
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    dynamic programming
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    analytic set
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