Generalized Peng's g-expectations and related properties

Feng Hu and Zengjing Chen

Statistics & Probability Letters, 2010, vol. 80, issue 3-4, 191-195

Abstract: In this paper, we give the extensions of Peng's g-expectations which are called generalized Peng's g-expectations and investigate their related properties. Furthermore, we prove the stability theorem of generalized Peng's g-expectations.

Date: 2010
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