On the strict comparison theorem for $G$-expectations
Probability
2010-02-26 v2
Abstract
This paper investigates the strict comparison theorem under the framework of -expectation, i.e., let q.s., if satisfy some additional conditions, then .
Cite
@article{arxiv.1002.1765,
title = {On the strict comparison theorem for $G$-expectations},
author = {Xinpeng Li},
journal= {arXiv preprint arXiv:1002.1765},
year = {2010}
}
Comments
7 pages