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...
| Main Author: | |
|---|---|
| Format: | Journal article |
| Language: | English |
| Published: |
2012
|