Uncertainty orders on the sublinear expectation space
In this paper, we introduce some definitions of uncertainty orders for random vectors in a sublinear expectation space. We all know that, under some continuity conditions, each sublinear expectation 𝔼 has a robust representation as the supremum of a family of probability measures. We describe uncert...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
De Gruyter
2016-01-01
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| Series: | Open Mathematics |
| Subjects: | |
| Online Access: | https://doi.org/10.1515/math-2016-0023 |