Egoroff's theorem and Lusin's theorem for capacities in the framework of g-expectation

DOI10.1155/2020/1450486MaRDI QIDQ6534562zbMATH OpenFDO

Authors Zhaojun Zong, Feng Hu, Xiaoxin Tian

Publication date 7 May 2021

Published in Mathematical Problems in Engineering (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2020/1450486

Mathematics Subject Classification ID

Contents, measures, outer measures, capacities (28A12) Fuzzy functional analysis (46S40) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

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Cites work

• \(L^p\) weak convergence method on BSDEs with non-uniformly Lipschitz coefficients and its applications
• A converse comparison theorem for BSDEs and related properties of \(g\)-expectation
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• Adapted solution of a backward stochastic differential equation
• Ambiguity, Risk, and Asset Returns in Continuous Time
• BSDEs under filtration-consistent nonlinear expectations and the corresponding decomposition theorem for \({\mathcal E}\)-supermartingales in \(L^p\)
• Choquet expectation and Peng's \(g\)-expectation
• Conditions for Egoroff's theorem in non-additive measure theory
• Convexity, translation invariance and subadditivity for \(g\)-expectations and related risk measures
• Dynamically consistent nonlinear evaluations with their generating functions in \(L^p\)
• EGOROFF'S THEOREM ON MONOTONE NON-ADDITIVE MEASURE SPACES
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• scientific article; zbMATH DE number 46153 (Why is no real title available?)
• scientific article; zbMATH DE number 465666 (Why is no real title available?)
• scientific article; zbMATH DE number 1066320 (Why is no real title available?)
• Jensen's inequality for \(g\)-expectation. I
• Lusin's theorem on monotone measure spaces
• On Jensen's inequality, Hölder's inequality, and Minkowski's inequality for dynamically consistent nonlinear evaluations
• On the regularity of the fuzzy measure on metric fuzzy measure spaces
• Regularity and Lusin's theorem for Riesz space-valued fuzzy measures
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• The relationship between risk measures and Choquet expectations in the framework of \(g\)-expectations
• Theory of capacities

Cited in

(1)

• Revuz measures, energy functionals and capacities under Girsanov transform induced by \(\alpha\)-excessive function

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