A Result On the Probability Measures Dominated by g-Expectation

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Jiang, Long, and Zeng-jing Chen. “A Result On the Probability Measures Dominated by G-Expectation”. Acta Mathematicae Applicatae Sinica, English Series, vol. 20, no. 3, 2004, pp. 507-12, https://doi.org/10.1007/s10255-004-0188-5.
Jiang, L., & Chen, Z.- jing. (2004). A Result On the Probability Measures Dominated by g-Expectation. Acta Mathematicae Applicatae Sinica, English Series, 20(3), 507-512. https://doi.org/10.1007/s10255-004-0188-5
Jiang, Long, and Zeng-jing Chen. “A Result On the Probability Measures Dominated by G-Expectation”. Acta Mathematicae Applicatae Sinica, English Series 20, no. 3 (2004): 507-12. https://doi.org/10.1007/s10255-004-0188-5.
Jiang L, Chen Z jing. A Result On the Probability Measures Dominated by g-Expectation. Acta Mathematicae Applicatae Sinica, English Series. 2004;20(3):507-12.
Refrences
Title Journal Journal Categories Citations Publication Date
Jensen's inequality for g-expectation, Part 2 Comptes Rendus. Mathématique
  • Science: Mathematics
  • Science: Mathematics
20 2003
Jensen's inequality for g-expectation: part 1 Comptes Rendus. Mathématique
  • Science: Mathematics
  • Science: Mathematics
33 2003
Filtration-consistent nonlinear expectations and related g-expectations Probability Theory and Related Fields
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
141 2002
Ambiguity, Risk, and Asset Returns in Continuous Time Econometrica
  • Science: Mathematics
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
677 2002
10.1214/ECP.v5-1025 2000
Refrences Analysis
The category Science: Mathematics 2 is the most frequently represented among the references in this article. It primarily includes studies from Econometrica and Probability Theory and Related Fields. The chart below illustrates the number of referenced publications per year.
Refrences used by this article by year
Citations
Title Journal Journal Categories Citations Publication Date
The minimum mean square estimator of integrable variables under sublinear operators Stochastics
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
3 2019
The least squares estimator of random variables under sublinear expectations Journal of Mathematical Analysis and Applications
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
8 2017
A class of backward doubly stochastic differential equations with discontinuous coefficients Acta Mathematicae Applicatae Sinica, English Series
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
2 2011
Moment inequality and Hölder inequality for BSDEs Acta Mathematicae Applicatae Sinica, English Series
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
  • Science: Mathematics
2008
Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation Stochastic Processes and their Applications
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
338 2008
Citations Analysis
The category Science: Mathematics 5 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Pricing and hedging with globally and instantaneously vanishing risk and was published in 2007. The most recent citation comes from a 2019 study titled The minimum mean square estimator of integrable variables under sublinear operators. This article reached its peak citation in 2008, with 2 citations. It has been cited in 5 different journals. Among related journals, the Acta Mathematicae Applicatae Sinica, English Series cited this research the most, with 2 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year