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- W2243859097 abstract "We refine the discretization of G-expectation by Y. Dolinsky, M. Nutz, and M. Soner (Stochastic Processes and their Applications, 122 (2012), 664–675 ), in order to obtain a discretization of sublinear expectation where the martingale laws are defined on a finite lattice rather than the whole set of reals. Mathematics Subject Classification: 60F05; 60G44; 91B25; 91B30" @default.
- W2243859097 created "2016-06-24" @default.
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- W2243859097 date "2014-01-01" @default.
- W2243859097 modified "2023-09-26" @default.
- W2243859097 title "Weak approximation of G-expectation" @default.
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