Conditional implicit mean and the law of iterated integrals

DOI10.1016/J.JMATECO.2008.06.001zbMATH Open1162.60004OpenAlexW1970172923MaRDI QIDQ999729FDOQ999729

Hiroyuki Ozaki

Publication date: 10 February 2009

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2008.06.001

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zbMATH Keywords

conditioningexpected valuelaw of iterated integrals

Mathematics Subject Classification ID

Decision theory (91B06) Utility theory (91B16) Distribution theory (60E99)

Cites Work

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• Harmonic analysis of the de Rham complex on the sphere.
• Decomposable choice under uncertainty
• Implicitly additive utility and the nature of optimal economic growth
• Implicit Mean Value and Certainty Equivalence

Cited In (3)

• Implicit Mean Value and Certainty Equivalence
• Title not available (Why is that?)
• On conditional Chisini means and risk measures

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