Some results on the minimal members of convex expectations

DOI10.13471/J.CNKI.ACTA.SNUS.2017.06.011zbMATH Open1399.60119MaRDI QIDQ4574404FDOQ4574404

Authors: Rong-Lin Ji, Jinming Zhou 

Publication date: 18 July 2018

Recommendations

• On the minimal members of convex expectations
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zbMATH Keywords

minimal membernonlinear expectationSandwich theoremconvex expectation

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cited In (6)

• On the minimal members of convex expectations with constraints
• On the minimal members of convex expectations
• Some results on the representation of convex \(g\)-expectations
• Some properties of convex \(g\)-expectations
• The minimal sublinear expectations and their related properties
• Properties of minimal mathematical expectations

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