Inequalities for upper and lower probabilities

DOI10.1016/J.SPL.2005.03.010zbMATH Open1070.60017OpenAlexW2003238738MaRDI QIDQ2483891FDOQ2483891

Authors: Zengjing Chen, Reg J. Kulperger 

Publication date: 1 August 2005

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2005.03.010

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zbMATH Keywords

Multiple priors2-alternatingBackward stochastic differential equation (BSDE)

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Cites Work

• Backward Stochastic Differential Equations in Finance
• Ambiguity, Risk, and Asset Returns in Continuous Time
• Adapted solution of a backward stochastic differential equation
• Choquet expectation and Peng's \(g\)-expectation
• Bayes' theorem for Choquet capacities
• A comonotonic theorem for BSDEs

Cited In (8)

• Title not available (Why is that?)
• Sub-concave and sub-convex capacities
• A property of \(g\)-probabilities
• On capacity functionals in interval probabilities
• Title not available (Why is that?)
• Concentration inequalities for upper probabilities
• Fubini theorem for non additive measures in the framework of \(g\)-expectation
• Conditional Choquet expectation

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