A necessary and sufficient condition for probability measures dominated by g-expectation
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References listed on IDEAS
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Cited by:
- Ji, Ronglin & Shi, Xuejun & Wang, Shijie & Zhou, Jinming, 2019. "Dynamic risk measures for processes via backward stochastic differential equations," Insurance: Mathematics and Economics, Elsevier, vol. 86(C), pages 43-50.
- Ji, Ronglin & Shi, Xuejun & Wang, Shijie & Zhou, Jinming, 2022. "Convexity and sublinearity of g-expectations," Statistics & Probability Letters, Elsevier, vol. 189(C).
- Ju Hong Kim, 2021. "The relations of Choquet Integral and G-Expectation," Papers 2102.10213, arXiv.org.
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