Browsing by Subject "Nonlinear functional analysis."

Browsing by Subject "Nonlinear functional analysis."

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  • Offwood, Sonja Carina (2013-03-05)
    Peng introduced a typical ltration consistent nonlinear expectation, called a g-expectation in [40]. It satis es all properties of the classical mathematical expectation besides the linearity. Peng's conditional ...

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