Inf-convolution of G-expectations
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics
Link
http://link.springer.com/content/pdf/10.1007/s11425-010-4031-6.pdf
Reference19 articles.
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5. Chen Z J, Epstein L. Ambiguity, risk, and asset returns in continuous time. Econometrica, 2002, 70: 1403–1443
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1. Path independence of additive functionals for stochastic differential equations under G-framework;Frontiers of Mathematics in China;2019-02
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