Article ID Journal Published Year Pages File Type
1152888 Statistics & Probability Letters 2010 5 Pages PDF
Abstract

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

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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Generalized Peng’s gg-expectations and related properties
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