Lenglart domination inequalities for g-expectations
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Publication:1036610
DOI10.1016/J.SPL.2009.08.009zbMATH Open1181.60094OpenAlexW2090291035MaRDI QIDQ1036610FDOQ1036610
Publication date: 13 November 2009
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2009.08.009
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Cites Work
- Coherent measures of risk
- On a problem of necessary and sufficient conditions in the functional central limit theorem for local martingales
- Backward Stochastic Differential Equations in Finance
- Ambiguity, Risk, and Asset Returns in Continuous Time
- Risk measures via \(g\)-expectations
- From Discrete‐ to Continuous‐Time Finance: Weak Convergence of the Financial Gain Process1
- Title not available (Why is that?)
- Backward stochastic differential equations with jumps and related nonlinear expectations
- Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
- Minimax tests and the Neyman-Pearson lemma for capacities
- Jensen's inequality for \(g\)-expectation. I
- A general downcrossing inequality for \(g\)-martingales
- Title not available (Why is that?)
- Maximal inequalities for \(g\)-martingales
Cited In (3)
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