\( G\)-expectation approach to stochastic ordering
type: Item
instance of: scholarly article
title: \( G\)-expectation approach to stochastic ordering
zbMATH Open document ID: 1500.91137
author: Sel Ly
author: Nicolas Privault
published in: Frontiers of Mathematical Finance
publication date: 2022-10-19T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60E15
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 60G65
zbMATH DE Number: 7604121
zbMATH Keywords: stochastic ordering
zbMATH Keywords: sublinear expectation
zbMATH Keywords: \( G \)-expectation
zbMATH Keywords: nonlinear expectation
zbMATH Keywords: \( G \)-Brownian motion
zbMATH Keywords: \( G \)-forward-backward SDE
zbMATH Keywords: increasing order
zbMATH Keywords: convex order
zbMATH Keywords: convexity
zbMATH Keywords: monotonicity
MaRDI profile type: Publication
full work available at URL: fmf.2021012
OpenAlex ID: W4285230194
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DOI: 10.3934/FMF.2021012
description: scientific article; zbMATH DE number 7604121