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

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine / rank
 
Normal rank
Property / cites work
 
Property / cites work: Representation of capacities / rank
 
Normal rank
Property / cites work
 
Property / cites work: A converse comparison theorem for BSDEs and related properties of \(g\)-expectation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ambiguity, Risk, and Asset Returns in Continuous Time / rank
 
Normal rank
Property / cites work
 
Property / cites work: A comonotonic theorem for BSDEs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Theory of capacities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward Stochastic Differential Equations in Finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk, Ambiguity, and the Savage Axioms / rank
 
Normal rank
Property / cites work
 
Property / cites work: Expected utility with purely subjective non-additive probabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Radon-Nikodym theorem for capacities. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solving forward-backward stochastic differential equations explicitly -- a four step scheme / rank
 
Normal rank
Property / cites work
 
Property / cites work: Limit laws for non-additive probabilities and their frequentist interpretation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adapted solution of a backward stochastic differential equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4357507 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Simple Axiomatization of Nonadditive Expected Utility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Subjective Probability and Expected Utility without Additivity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing and Characterizing Properties of Nonadditive Measures Through Violations of the Sure-Thing Principle / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayes' theorem for Choquet capacities / rank
 
Normal rank

Latest revision as of 11:57, 10 June 2024

scientific article
Language Label Description Also known as
English
Choquet expectation and Peng's \(g\)-expectation
scientific article

    Statements

    Choquet expectation and Peng's \(g\)-expectation (English)
    0 references
    0 references
    0 references
    0 references
    23 June 2005
    0 references
    backward stochastic differential equations
    0 references
    representation theorem of \(g\)-expectation
    0 references

    Identifiers