Constructing sublinear expectations on path space (Q2447703)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constructing sublinear expectations on path space |
scientific article |
Statements
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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