Weak approximation of G-expectations

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Dolinsky, Yan, et al. “Weak Approximation of G-Expectations”. Stochastic Processes and Their Applications, vol. 122, no. 2, 2012, pp. 664-75, https://doi.org/10.1016/j.spa.2011.09.009.
Dolinsky, Y., Nutz, M., & Soner, H. M. (2012). Weak approximation of G-expectations. Stochastic Processes and Their Applications, 122(2), 664-675. https://doi.org/10.1016/j.spa.2011.09.009
Dolinsky, Yan, Marcel Nutz, and H. Mete Soner. “Weak Approximation of G-Expectations”. Stochastic Processes and Their Applications 122, no. 2 (2012): 664-75. https://doi.org/10.1016/j.spa.2011.09.009.
Dolinsky Y, Nutz M, Soner HM. Weak approximation of G-expectations. Stochastic Processes and their Applications. 2012;122(2):664-75.
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Citations Analysis
Category Category Repetition
Science: Mathematics21
Science: Mathematics: Probabilities. Mathematical statistics15
Social Sciences: Commerce: Business7
Social Sciences: Economic theory. Demography: Economics as a science7
Social Sciences: Finance6
Social Sciences: Statistics5
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods4
Science: Physics1
Technology: Engineering (General). Civil engineering (General)1
Social Sciences: Commerce: Business: Accounting. Bookkeeping1
The category Science: Mathematics 21 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Ambiguous Volatility and Asset Pricing in Continuous Time and was published in 2012. The most recent citation comes from a 2024 study titled A monotone scheme for G-equations with application to the explicit convergence rate of robust central limit theorem. This article reached its peak citation in 2014, with 7 citations. It has been cited in 20 different journals. Among related journals, the SSRN Electronic Journal cited this research the most, with 6 citations. The chart below illustrates the annual citation trends for this article.
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