The quasi-sure limit of convex combinations of nonnegative measurable functions
From MaRDI portal
Publication:1733839
DOI10.1155/2019/3695869zbMath1408.60025OpenAlexW2906974719MaRDI QIDQ1733839
Publication date: 21 March 2019
Published in: Journal of Function Spaces (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2019/3695869
Strong limit theorems (60F15) Measurable and nonmeasurable functions, sequences of measurable functions, modes of convergence (28A20) Applications of stochastic analysis (to PDEs, etc.) (60H30)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Martingale representation theorem for the \(G\)-expectation
- Properties of hitting times for \(G\)-martingales and their applications
- Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
- On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion
- Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
- A general version of the fundamental theorem of asset pricing
- Efficient hedging: cost versus shortfall risk
- Backward stochastic differential equations driven by \(G\)-Brownian motion
- Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion
- Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
- Minimax tests and the Neyman-Pearson lemma for capacities
- Theory of capacities
- Risk, Ambiguity, and the Savage Axioms
- Ambiguity, Risk, and Asset Returns in Continuous Time
