Independence Under the $$G$$ -Expectation Framework
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s10959-012-0471-y.pdf
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3. Delbaen, F.: Coherent measures of risk on general probability space. In: Sandmann, K., Schonbucher, P.J. (eds.) Advances in Finance and Stochastics, Essays in Honor of Dieter Sondermann, pp. 1–37. Springer, Berlin (2002)
4. Denis, L., Hu, M., Peng, S.: Function spaces and capacity related to a sublinear expectation: application to G-Brownian Motion Paths. Potential Anal. 34(2), 139–161 (2011)
5. Hu, M., Peng, S.: On representation theorem of $$G$$ -expectations and paths of $$G$$ -Brownian motion. Acta Mathematicae Applicatae Sinica, English Series 25(3), 539–546 (2009)
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