The minimal sublinear expectations and their related properties

DOI10.1007/S11425-008-0164-2zbMath1179.60010OpenAlexW2086718195MaRDI QIDQ1041533

Guangyan Jia

Publication date: 2 December 2009

Published in: Science in China. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-008-0164-2

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Distribution theory (60E99)

Related Items (4)

Necessary and sufficient conditions for the validity of Jensen's inequality ⋮ A general central limit theorem under sublinear expectations ⋮ Local Lipschitz-\(\alpha\) mappings and applications to sublinear expectations ⋮ A Weighted Central Limit Theorem Under Sublinear Expectations

Cites Work

• Unnamed Item
• The representations of two types of functionals on \(L^\infty(\Omega,\mathcal F)\) and \(L^\infty(\Omega,\mathcal F,\mathbb P)\)
• Non-additive measure and integral
• Filtration-consistent nonlinear expectations and related \(g\)-expectations
• Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
• On Jensen's inequality for \(g\)-expectation and for nonlinear expectation
• Coherent Measures of Risk

This page was built for publication: The minimal sublinear expectations and their related properties