Constructing sublinear expectations on path space

Constructing sublinear expectations on path space

Nutz, Marcel, van Handel, Ramon
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Volume:
123
Language:
english
Journal:
Stochastic Processes and their Applications
DOI:
10.1016/j.spa.2013.03.022
Date:
August, 2013
File:
PDF, 276 KB
english, 2013
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