Choquet expectation and Peng’s g -expectation
Chen, Zengjing; Chen, Tao; Davison, Matt
- 期刊名称The Annals of Probability
- 作者Chen, Zengjing; Chen, Tao; Davison, Matt
- 卷第33卷
- 期第3期
- 印刷ISSN0091-1798
- 文件大小144.37KB
- 发表时间2005-05
- DOI10.1214/009117904000001053
- 页码1179-1199