On nonlinear expectations and Markov chains under model uncertainty

Author:

Nendel Max

Funder

Deutsche Forschungsgemeinschaft

Publisher

Elsevier BV

Subject

Applied Mathematics,Artificial Intelligence,Theoretical Computer Science,Software

Reference40 articles.

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2. Conditional nonlinear expectations;Bartl;Stoch. Process. Appl.,2020

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4. Probability Theory;Bauer,1996

5. Niveloids and their extensions: risk measures on small domains;Cerreia-Vioglio;J. Math. Anal. Appl.,2014

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