[{"abstract":[{"lang":"eng"}],"old_type":"workingpaper","keyword":[],"ddc":[],"dini_type":"doc-type:workingPaper","date_created":"2014-05-08T13:56:33Z","file":[{"access_level":"open_access","date_created":"1970-01-01T00:00:00Z","file_id":"2729544","creator":"fherzberg","date_updated":"2016-03-11T09:54:57Z","file_name":"IMW_working_paper_503.pdf","content_type":"application/pdf","open_access":"1","relation":"main_file"}],"first_author":"Fadina, Tolulope","language":[{}],"oa":1,"type":"working_paper","urn":"urn:nbn:de:0070-pub-26753567","uri_base":"https://pub.uni-bielefeld.de","locked":"1","department":[{"_id":"10031","tree":[{"_id":"10031"}]},{"_id":"10053","tree":[{"_id":"10053"}]}],"citation":{"mla":"Fadina, Tolulope, and Herzberg, Frederik. *Weak approximation of G-expectation with discrete state space*. revised Version, March 2015. Bielefeld: Center for Mathematical Economics, 2015. Center for Mathematical Economics Working Papers. 503.","frontiers":"Fadina, T., and Herzberg, F. (2015). Weak approximation of G-expectation with discrete state space. *Center for Mathematical Economics Working Papers*, 503, revised Version, March 2015. Bielefeld: Center for Mathematical Economics.","chicago":"Fadina, Tolulope, and Herzberg, Frederik. 2015. *Weak approximation of G-expectation with discrete state space*. revised Version, March 2015. Vol. 503. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.

","default":"Fadina T, Herzberg F (2015) Center for Mathematical Economics Working Papers; 503, revised Version, March 2015.

Bielefeld: Center for Mathematical Economics.","harvard1":"Fadina, T., & Herzberg, F., 2015. *Weak approximation of G-expectation with discrete state space*, Center for Mathematical Economics Working Papers, no.503, revised Version, March 2015., Bielefeld: Center for Mathematical Economics.","aps":" T. Fadina and F. Herzberg, Weak approximation of G-expectation with discrete state space, Center for Mathematical Economics Working Papers, revised Version, March 2015 (Center for Mathematical Economics, Bielefeld, 2015).","wels":"Fadina, T.; Herzberg, F. (2015): Weak approximation of G-expectation with discrete state space. revised Version, March 2015. Bielefeld: Center for Mathematical Economics.","ieee":" T. Fadina and F. Herzberg, *Weak approximation of G-expectation with discrete state space*, Center for Mathematical Economics Working Papers, vol. 503, revised Version, March 2015., Bielefeld: Center for Mathematical Economics, 2015.","apa_indent":"Fadina, T., & Herzberg, F. (2015). *Weak approximation of G-expectation with discrete state space* (Center for Mathematical Economics Working Papers, 503) revised Version, March 2015. Bielefeld: Center for Mathematical Economics.

","bio1":"Fadina T, Herzberg F (2015)

*Weak approximation of G-expectation with discrete state space*. Center for Mathematical Economics Working Papers; 503, revised Version, March 2015.

Bielefeld: Center for Mathematical Economics.","apa":"Fadina, T., & Herzberg, F. (2015). *Weak approximation of G-expectation with discrete state space* (Center for Mathematical Economics Working Papers, 503) revised Version, March 2015. Bielefeld: Center for Mathematical Economics.","dgps":"Fadina, T. & Herzberg, F. (2015). *Weak approximation of G-expectation with discrete state space* (Center for Mathematical Economics Working Papers) (revised Version, March 2015.). Bielefeld: Center for Mathematical Economics.

","angewandte-chemie":"T. Fadina, and F. Herzberg, *Weak approximation of G-expectation with discrete state space*, Center For Mathematical Economics, Bielefeld, **2015**.","lncs":" Fadina, T., Herzberg, F.: Weak approximation of G-expectation with discrete state space. Center for Mathematical Economics Working Papers, 503, revised Version, March 2015. Center for Mathematical Economics, Bielefeld (2015)."},"_version":7,"date_updated":"2018-07-24T13:00:57Z","accept":"1","page":"12","intvolume":" 503","series_title":"Center for Mathematical Economics Working Papers","edit_mode":"expert","dc":{"creator":["Fadina, Tolulope","Herzberg, Frederik"],"title":["Weak approximation of G-expectation with discrete state space"],"rights":["info:eu-repo/semantics/openAccess"],"identifier":["https://pub.uni-bielefeld.de/record/2675356","https://pub.uni-bielefeld.de/download/2675356/2729544"],"language":["eng"],"type":["info:eu-repo/semantics/workingPaper","doc-type:workingPaper","text"],"source":["Fadina T, Herzberg F. *Weak approximation of G-expectation with discrete state space*. Center for Mathematical Economics Working Papers. Vol 503 revised Version, March 2015. Bielefeld: Center for Mathematical Economics; 2015."],"description":["We refine the discretization of G-expectation by Y. Dolinsky, M. Nutz, and M. Soner (Stochastic Processes and their Applications, 122 (2012), 664{675 ), in order to obtain a discretization of sublinear expectation where the martingale laws are defined on a finite lattice rather than the whole set of reals."],"relation":["info:eu-repo/semantics/altIdentifier/issn/0931-6558"],"publisher":["Center for Mathematical Economics"],"subject":["Weak limit theorem","G-expectation","Volatility uncertainty","ddc:330"],"date":["2015"]},"publication_status":"published","status":"public","creator":{"id":"89573","login":"weingarten"},"publication_identifier":{"issn":[]},"volume":"503","_id":"2675356","edition":"revised Version, March 2015","file_date_updated":"2016-03-11T09:54:57Z","author":[{"first_name":"Tolulope","last_name":"Fadina","id":"29193359"},{"last_name":"Herzberg","first_name":"Frederik"}],"place":"Bielefeld","message":"Autorenverknüpfung Herzberg auf Wunsch entfernt (Rd.);\r\nbad chars in abstract, vp"}]