Hyperfinite construction of G-expectation
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Publication:5086416
DOI10.1080/17442508.2018.1502771zbMath1502.60082arXiv1810.09386OpenAlexW3123667227MaRDI QIDQ5086416
Tolulope Fadina, Frederik S. Herzberg
Publication date: 5 July 2022
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1810.09386
lifting theoremnonstandard analysisweak limit theorem\(G\)-expectationvolatility uncertaintyhyperfinite discretization
General equilibrium theory (91B50) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)
Cites Work
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