Inequalities for upper and lower probabilities

DOI10.1016/j.spl.2005.03.010zbMath1070.60017OpenAlexW2003238738MaRDI QIDQ2483891

Zeng-Jing 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

zbMATH Keywords

Multiple priors2-alternatingBackward stochastic differential equation (BSDE)

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

Related Items (3)

Conditional Choquet Expectation ⋮ Fubini theorem for non additive measures in the framework of g-expectation ⋮ Sub-concave and sub-convex capacities

Cites Work

• 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
• Backward Stochastic Differential Equations in Finance
• Ambiguity, Risk, and Asset Returns in Continuous Time

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