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.

","harvard1":"Fadina, T., & Herzberg, F., 2015. Bielefeld: Center for Mathematical Economics.","ama":"Fadina T, Herzberg F.

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.

","mla":"Fadina, Tolulope, and Herzberg, Frederik. 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) Bielefeld: Center for Mathematical Economics."},"locked":"1","edition":"revised Version, March 2015","publisher":"Center for Mathematical Economics","file":[{"file_id":"2729544","content_type":"application/pdf","date_created":"1970-01-01T00:00:00Z","relation":"main_file","checksum":"ed681458dc323b64515daae2e16ad096","date_updated":"2019-09-06T09:18:23Z","file_name":"IMW_working_paper_503.pdf","access_level":"open_access","creator":"fherzberg"}],"keyword":["Weak limit theorem","G-expectation","Volatility uncertainty"],"title":"Weak approximation of G-expectation with discrete state space","author":[{"first_name":"Tolulope","id":"29193359","last_name":"Fadina","full_name":"Fadina, Tolulope"},{"full_name":"Herzberg, Frederik","first_name":"Frederik","last_name":"Herzberg"}],"has_accepted_license":"1","volume":503,"language":[{"iso":"eng"}],"file_date_updated":"2019-09-06T09:18:23Z","place":"Bielefeld","publication_status":"published","year":"2015","department":[{"_id":"10031"},{"_id":"10053"}],"oa":1,"abstract":[{"text":"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.","lang":"eng"}],"date_created":"2014-05-08T13:56:33Z","page":"12","type":"working_paper","ddc":["330"],"intvolume":" 503","urn":"urn:nbn:de:0070-pub-26753567","_id":"2675356","series_title":"Center for Mathematical Economics Working Papers","date_updated":"2018-07-24T13:00:57Z","status":"public","publication_identifier":{"issn":["0931-6558"]}}]