Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths

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DOI10.1007/s11118-010-9185-xzbMath1225.60057arXiv0802.1240OpenAlexW1992382156MaRDI QIDQ623470

Shige Peng, Laurent Denis, Ming Shang Hu

Publication date: 14 February 2011

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0802.1240

zbMATH Keywords

\(G\)-Brownian motion \(G\)-expectation dynamic programming principle sublinear expectation Choquet capacity

Mathematics Subject Classification ID

Sample path properties (60G17) Potentials and capacities on other spaces (31C15) Foundations of stochastic processes (60G05)

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