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Representation of filtration-consistent nonlinear expectation by g-expectation in general framework.

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Bibliographic Details
Title: Representation of filtration-consistent nonlinear expectation by g-expectation in general framework.
Authors: Shi, Xuejun1 (AUTHOR), Ji, Ronglin2 (AUTHOR), Feng, Qun3 (AUTHOR)
Source: Communications in Statistics: Theory & Methods. 2021, Vol. 50 Issue 24, p5721-5737. 17p.
Database: Mathematics Source
Description
ISSN:03610926
DOI:10.1080/03610926.2020.1734829