Local Lipschitz-\(\alpha\) mappings and applications to sublinear expectations

DOI10.1007/s10114-014-2623-8OpenAlexW2404154703MaRDI QIDQ2453844

Jun Cheng Yin, Zheng-Li Chen, Zhi-Hua Guo, Huai-Xin Cao

Publication date: 11 June 2014

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-014-2623-8

zbMATH Keywords

random variablesublinear expectationlocal Lipschitz-\(\alpha\) mapping

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear operators and their properties (47H99)

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