$ G $-expectation approach to stochastic ordering

Article Properties
  • DOI (url)
    10.3934/fmf.2021012
  • Publication Date
    2022/01/01
  • Journal
    Frontiers of Mathematical Finance
  • Indian UGC (journal)
  • Refrences
    49
  • Sel Ly School of Physical and Mathematical Sciences, Division of Mathematical Sciences, Nanyang Technological University, Singapore 637371, Singapore
  • Nicolas Privault School of Physical and Mathematical Sciences, Division of Mathematical Sciences, Nanyang Technological University, Singapore 637371, Singapore
Abstract
Cite
Ly, Sel, and Nicolas Privault. “$ G $-Expectation Approach to Stochastic Ordering”. Frontiers of Mathematical Finance, vol. 1, no. 3, 2022, p. 343, https://doi.org/10.3934/fmf.2021012.
Ly, S., & Privault, N. (2022). $ G $-expectation approach to stochastic ordering. Frontiers of Mathematical Finance, 1(3), 343. https://doi.org/10.3934/fmf.2021012
Ly, Sel, and Nicolas Privault. “$ G $-Expectation Approach to Stochastic Ordering”. Frontiers of Mathematical Finance 1, no. 3 (2022): 343. https://doi.org/10.3934/fmf.2021012.
Ly S, Privault N. $ G $-expectation approach to stochastic ordering. Frontiers of Mathematical Finance. 2022;1(3):343.
Refrences
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Convergences of Random Variables Under Sublinear Expectations Chinese Annals of Mathematics
  • Science: Mathematics
 2 2018
Normal approximation by Stein’s method under sublinear expectations Stochastic Processes and their Applications
  • Science: Mathematics: Probabilities. Mathematical statistics
  • Science: Mathematics
 15 2020
Stein’s method for the law of large numbers under sublinear expectations

 Probability, Uncertainty and Quantitative Risk
  • Science: Mathematics: Probabilities. Mathematical statistics
 4 2021
10.1002/9781119441601
10.1512/iumj.1991.40.40023 Indiana University Mathematics Journal
  • Science: Mathematics
 120 1991