Quasi-sure analysis, aggregation and dual representations of sublinear expectations in general spaces

DOI10.1214/EJP.v17-2224zbMath1256.60004arXiv1110.2592OpenAlexW2002767352MaRDI QIDQ456210

Samuel N. Cohen

Publication date: 23 October 2012

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1110.2592

zbMATH Keywords

aggregationcapacitydual representationsublinear expectation

Mathematics Subject Classification ID

Decision theory (91B06) Probabilistic measure theory (60A10) Statistical decision theory and fuzziness (62C86) Fuzzy probability (60A86)

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