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Showing 1 to 1 of 1 for “"$G$-expectation framework"”.
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The Statistical Exploration in the $G$-expectation Framework: The Pseudo Simulation and Estimation of Variance Uncertainty
The $G$-expectation framework, motivated by problems with emph{uncertainty}, is a new generalization of the classical probability framework. Similar to the Choquet expectation, the $G$-expectation can be represented as the supremum of a class of linear expectations. In the past two decades, it has …