The minimal sublinear expectations and their related properties-Reference-Cited by-同舟云学术

The minimal sublinear expectations and their related properties

Published:2009-04 Issue:4 Volume:52 Page:785-793
ISSN:1006-9283
Container-title:Science in China Series A: Mathematics
language:en
Short-container-title:Sci. China Ser. A-Math.

Author:

Jia GuangYan

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics

Link

http://link.springer.com/content/pdf/10.1007/s11425-008-0164-2.pdf

Reference11 articles.

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3. Denneberg D. Non-additive Measure and Integration. Dodrecht: Kluwer, 1994

4. Artzner P, Delbaen F, Eber J, et al. Coherent measures of risk. Math Finance, 9(3): 203–228 (1999)

5. Peng S. Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation. Stochastic Processes Appl, 118(12): 2223–2253 (2008)

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