Filtration-consistent nonlinear expectations and related g-expectations

Article Properties
Journal Categories
Science
Mathematics
Science
Mathematics
Probabilities
Mathematical statistics
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Citations
Title Journal Journal Categories Citations Publication Date
Conditional Strong Law of Large Numbers under G-Expectations

 Symmetry
  • Science: Mathematics
  • Science: Science (General)
 2024
A conditional Version of the second fundamental theorem of asset pricing in discrete time Frontiers of Mathematical Finance 2024
A Generalized Stochastic Process: Fractional G-Brownian Motion Methodology and Computing in Applied Probability
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 2023
On conditional Chisini means and risk measures Journal of Mathematical Analysis and Applications
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
 2023
An axiomatic approach to default risk and model uncertainty in rating systems Journal of Mathematical Economics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Science: Mathematics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 2023
Citations Analysis
Category Category Repetition
Science: Mathematics122
Science: Mathematics: Probabilities. Mathematical statistics66
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods38
Social Sciences: Economic theory. Demography: Economics as a science20
Social Sciences: Commerce: Business20
Social Sciences: Statistics18
Social Sciences: Finance15
Technology: Engineering (General). Civil engineering (General)10
Technology: Mechanical engineering and machinery7
Technology: Manufactures: Production management. Operations management4
Science: Science (General)2
Social Sciences: Commerce: Business: Accounting. Bookkeeping1
Social Sciences: Commerce: Business: Personnel management. Employment management1
Science: Mathematics: Instruments and machines: Electronic computers. Computer science1
Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics1
The category Science: Mathematics 122 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled A general converse comparison theorem for backward stochastic differential equations and was published in 2001. The most recent citation comes from a 2024 study titled A conditional Version of the second fundamental theorem of asset pricing in discrete time. This article reached its peak citation in 2017, with 14 citations. It has been cited in 59 different journals, 10% of which are open access. Among related journals, the Stochastic Processes and their Applications cited this research the most, with 14 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year