Hyperfinite construction of G-expectation

Fadina T, Herzberg F (2015) Center for Mathematical Economics Working Papers; 540.
Bielefeld: Center for Mathematical Economics.

Download
OA
Working Paper | Published | English
Author
;
Abstract
We prove a lifting theorem, in the sense of Robinsonian nonstandard analysis, for the G-expectation. Herein, we use an existing discretization theorem for the G-expectation by T. Fadina and F. Herzberg (Bielefeld University, Center for Mathematical Economics in its series Working Papers, 503, (2014)).
Publishing Year
ISSN
PUB-ID

Cite this

Fadina T, Herzberg F. Hyperfinite construction of G-expectation. Center for Mathematical Economics Working Papers. Vol 540. Bielefeld: Center for Mathematical Economics; 2015.
Fadina, T., & Herzberg, F. (2015). Hyperfinite construction of G-expectation (Center for Mathematical Economics Working Papers, 540). Bielefeld: Center for Mathematical Economics.
Fadina, T., and Herzberg, F. (2015). Hyperfinite construction of G-expectation. Center for Mathematical Economics Working Papers, 540, Bielefeld: Center for Mathematical Economics.
Fadina, T., & Herzberg, F., 2015. Hyperfinite construction of G-expectation, Center for Mathematical Economics Working Papers, no.540, Bielefeld: Center for Mathematical Economics.
T. Fadina and F. Herzberg, Hyperfinite construction of G-expectation, Center for Mathematical Economics Working Papers, vol. 540, Bielefeld: Center for Mathematical Economics, 2015.
Fadina, T., Herzberg, F.: Hyperfinite construction of G-expectation. Center for Mathematical Economics Working Papers, 540. Center for Mathematical Economics, Bielefeld (2015).
Fadina, Tolulope, and Herzberg, Frederik. Hyperfinite construction of G-expectation. Bielefeld: Center for Mathematical Economics, 2015. Center for Mathematical Economics Working Papers. 540.
Main File(s)
Access Level
OA Open Access
Last Uploaded
2016-03-16T12:23:00Z

This data publication is cited in the following publications:
This publication cites the following data publications:

Export

0 Marked Publications

Open Data PUB

Search this title in

Google Scholar