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Independence Under the $G$ -Expectation Framework · Study

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ArticleIndependence Under the $$G$$ -Expectation Framework

Mingshang Hu2012

Article2012

Independence Under the $$G$$ -Expectation Framework

Mingshang Hu · Xiaojuan Li

26 citations·0/0 files stored·Journal of Theoretical Probability

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Stochastic processes and financial applications Probability and Statistical Research Fuzzy Systems and Optimization

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References

1999Coherent Measures of Risk 2002Coherent Risk Measures on General Probability Spaces 2007G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type 2019Nonlinear Expectations and Stochastic Calculus under Uncertainty 2010Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths 2008Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation 2009Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations 2010Martingale representation theorem for the G -expectation

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2020Lindeberg’s central limit theorems for martingale like sequences under sub-linear expectations

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Year2012

Typearticle

Published2012-12-19

VenueJournal of Theoretical Probability

ISSN-L0894-9840

Languageen

Citations26

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/s10959-012-0471-y

openalex_workW2467311758

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