scientific article; zbMATH DE number 5836046

MaRDI QIDQ3068020zbMATH OpenFDO

Authors Zhaojun Zong

Publication date 13 January 2011

Full work available at URL http://pphmj.com/abstract/5210.htm

zbMATH Keywords

\(G\)-Brownian motion\(G\)-convex\(G\)-expectation\(G\)-normal distributionsublinear expectation

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Infinitely divisible distributions; stable distributions (60E07) Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) General considerations in statistical decision theory (62C05) Sampling theory, sample surveys (62D05)

Cited in

(5)

• A necessary and sufficient condition for probability measures dominated by \(g\)-expectation
• A property of g-expectation
• Choquet expectation and Peng's \(g\)-expectation
• A result on the probability measures dominated by g-expectation
• On the integral representation of \(g\)-expectations

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