Quasi-sure analysis, aggregation and dual representations of sublinear expectations in general spaces

We consider coherent sublinear expectations on a measurable space, without assuming the existence of a dominating probability measure. By considering a decomposition of the space in terms of the supports of the measures representing our sublinear expectation, we give a simple construction, in a quas...

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Bibliographic Details
Main Author: Cohen, SN
Format: Journal article
Language:English
Published: 2012