Egoroff's theorem and Lusin's theorem for capacities in the framework of \(g\)-expectation

DOI10.1155/2020/1450486zbMATH Open1544.60059MaRDI QIDQ6534562

Xiaoxin Tian, Feng Hu, Zhaojun Zong

Publication date: 7 May 2021

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Mathematics Subject Classification ID

Contents, measures, outer measures, capacities (28A12) Fuzzy functional analysis (46S40) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

Cites Work

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• Theory of capacities
• Fubini theorem for non additive measures in the framework of g-expectation
• EGOROFF'S THEOREM ON MONOTONE NON-ADDITIVE MEASURE SPACES
• Ambiguity, Risk, and Asset Returns in Continuous Time

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