Sublinear expectation structure under discrete state space

DOI10.1016/J.SPL.2026.110758MaRDI QIDQ7302877zbMATH OpenFDO

Authors Shuzhen Yang, Wen-Qing Zhang

Publication date 23 July 2026

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPL.2026.110758

Mathematics Subject Classification ID

Axioms; other general questions in probability (60A05) Limit theorems in probability theory (60F99)

Cites work

• G-expectation, G-Brownian motion and related stochastic calculus of Itô type
• Ambiguous volatility, possibility and utility in continuous time
• Backward nonlinear expectation equations
• Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
• Infinite dimensional analysis. A hitchhiker's guide.
• Nonlinear expectations and stochastic calculus under uncertainty. With robust CLT and G-Brownian motion
• Optimal unbiased estimation for maximal distribution
• Stochastic representation under \(g\)-expectation and applications: the discrete time case

This page was built for publication: Sublinear expectation structure under discrete state space

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7302877)