Kolmogorov-type and general extension results for nonlinear expectations
From MaRDI portal
Publication:1790167
DOI10.1215/17358787-2017-0024zbMath1400.28021arXiv1511.08726OpenAlexW3098147603MaRDI QIDQ1790167
Max Nendel, Robert Denk, Michael Kupper
Publication date: 2 October 2018
Published in: Banach Journal of Mathematical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1511.08726
Contents, measures, outer measures, capacities (28A12) Markov processes (60J99) Foundations of stochastic processes (60G05) Integration theory via linear functionals (Radon measures, Daniell integrals, etc.), representing set functions and measures (28C05)
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