Constructing sublinear expectations on path space
Author(s): Nutz, Marcel; van Handel, Ramon
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http://arks.princeton.edu/ark:/88435/pr13h43| Publication Date: | Aug-2013 |
| Citation: | Nutz, Marcel, van Handel, Ramon. (2013). Constructing sublinear expectations on path space. Stochastic Processes and their Applications, 123 (8), 3100 - 3121. doi:10.1016/j.spa.2013.03.022 |
| DOI: | doi:10.1016/j.spa.2013.03.022 |
| ISSN: | 0304-4149 |
| Pages: | 3100 - 3121 |
| Type of Material: | Journal Article |
| Journal/Proceeding Title: | Stochastic Processes and their Applications |
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