[{"ddc":["330"],"date_created":"2014-05-08T13:56:33Z","edit_mode":"expert","type":"working_paper","publisher":"Center for Mathematical Economics","page":"12","intvolume":" 503","keyword":["Weak limit theorem","G-expectation","Volatility uncertainty"],"volume":"503","title":"Weak approximation of G-expectation with discrete state space","urn":"urn:nbn:de:0070-pub-26753567","oa":1,"place":"Bielefeld","year":"2015","accept":"1","edition":"revised Version, March 2015","language":[{"iso":"eng"}],"_id":"2675356","author":[{"first_name":"Tolulope","id":"29193359","full_name":"Fadina, Tolulope","last_name":"Fadina"},{"last_name":"Herzberg","first_name":"Frederik","full_name":"Herzberg, Frederik"}],"series_title":"Center for Mathematical Economics Working Papers","abstract":[{"lang":"eng","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."}],"status":"public","publication_status":"published","file_date_updated":"2016-03-11T09:54:57Z","first_author":"Fadina, Tolulope","locked":"1","date_updated":"2018-07-24T13:00:57Z","department":[{"_id":"10031"},{"_id":"10053"}],"file":[{"open_access":"1","file_name":"IMW_working_paper_503.pdf","relation":"main_file","date_updated":"2016-03-11T09:54:57Z","date_created":"1970-01-01T00:00:00Z","creator":"fherzberg","file_id":"2729544","content_type":"application/pdf","access_level":"open_access"}],"publication_identifier":{"issn":["0931-6558"]},"citation":{"default":"Fadina T, Herzberg F (2015) Center for Mathematical Economics Working Papers; 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.","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.","ama":"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.","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.

","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.","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.","angewandte-chemie":"T. Fadina, and F. Herzberg, *Weak approximation of G-expectation with discrete state space*, Center For Mathematical Economics, Bielefeld, **2015**.","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.","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.

","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.

","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.","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).","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."}}]