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- W2347000081 abstract "We give a very simple and elementary proof of the existence of a weakly compact family of prob- ability measures {Pθ : θ ∈ Θ} representing an important sublinear expectation— G-expectation E(·). We also give a concrete approximation of a bounded continuous function X(ω) by an increasing sequence of cylinder functions Lip(Ω) in order to prove that Cb(Ω) belongs to the completion of Lip(Ω) under the natural norm E( |·| )." @default.
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- W2347000081 date "2009-01-01" @default.
- W2347000081 modified "2023-09-26" @default.
- W2347000081 title "On Representation Theorem of G G-Expectations and Paths" @default.
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