Independence under the \(G\)-expectation framework
type: Item
instance of: scholarly article
title: Independence under the \(G\)-expectation framework
zbMATH Open document ID: 1310.60008
author: Xiaojuan Li
author: Mingshang Hu
published in: Journal of Theoretical Probability
publication date: 2014-11-17T00:00:00Z
Mathematics Subject Classification ID: 60E05
Mathematics Subject Classification ID: 60H05
zbMATH DE Number: 6369906
zbMATH Keywords: sublinear expectation
zbMATH Keywords: maximal distribution
zbMATH Keywords: \(G\)-expectation
zbMATH Keywords: \(G\)-Brownian motion
MaRDI profile type: Publication
full work available at URL: s10959-012-0471-y
OpenAlex ID: W2467311758
cites work: Coherent measures of risk
cites work: Q4550909
cites work: Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
cites work: On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion
cites work: Robust Statistics
cites work: Filtration consistent nonlinear expectations and evaluations of contingent claims
cites work: Nonlinear expectations and nonlinear Markov chains
cites work: Q5436616
cites work: Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
cites work: Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
cites work: A complete representation theorem for G-martingales
cites work: Martingale representation theorem for the \(G\)-expectation
cites work: Some properties on \(G\)-evaluation and its applications to \(G\)-martingale decomposition
DOI: 10.1007/S10959-012-0471-Y
description: scientific article; zbMATH DE number 6369906