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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| Formato: | Journal article |
| Idioma: | English |
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2012
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