On the minimal members of convex expectations with constraints

DOI10.1186/S13660-015-0718-0MaRDI QIDQ259647zbMATH OpenOpenAlexWikidataFDO

Authors Rong-Lin Ji, Long Jiang, Dejian Tian

Publication date 17 March 2016

Published in Journal of Inequalities and Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1186/s13660-015-0718-0

zbMATH Keywords

convex expectationsminimal membersublinear expectations

Mathematics Subject Classification ID

Stochastic analysis (60H99)

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Cites work

• scientific article; zbMATH DE number 3678487 (Why is no real title available?)
• scientific article; zbMATH DE number 1066320 (Why is no real title available?)
• scientific article; zbMATH DE number 2144817 (Why is no real title available?)
• Choquet expectation and Peng's \(g\)-expectation
• Convexity, translation invariance and subadditivity for \(g\)-expectations and related risk measures
• Filtration-consistent nonlinear expectations and related g-expectations
• On the minimal members of convex expectations
• Risk measures via \(g\)-expectations

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• On the minimal members of convex expectations
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• The minimal sublinear expectations and their related properties

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