지원사업
학술연구/단체지원/교육 등 연구자 활동을 지속하도록 DBpia가 지원하고 있어요.
커뮤니티
연구자들이 자신의 연구와 전문성을 널리 알리고, 새로운 협력의 기회를 만들 수 있는 네트워킹 공간이에요.
논문 기본 정보
- 자료유형
- 학술저널
- 저자정보
- 발행연도
- 2016.1
- 수록면
- 339 - 345 (7page)
이용수
초록· 키워드
오류제보하기
The set of priors in the representation of Choquet expectation is expressed as the one of equivalent martingale measures under some conditions.
We show that the set of prior, Qc in (1.1) is the same set of Qθ in (1.3).
목차
등록된 정보가 없습니다.
참고문헌 (7)
참고문헌 신청
P. Billingsley / 1995 / Probability and Measure / John Wiley & Sons, Inc
Z. Chen / 2002 / Ambiguity, risk and asset returns in continuous time / Econo-metrica 70:1403~1443
H. FÄollmer / 2004 / Stochastic Finance: An introduction in discrete time / Walter de Gruyter
L. Jiang / 2009 / A necessary and su±cient condition for probability measures dominated by g-expectation / Statistics and Probability Letters 79:196~201
N. El Karoui / 1997 / Backward stochastic di®erential equations in nance / Math. Finance 7:1~71
Z. Chen / 2002 / Ambiguity, risk and asset returns in continuous time / Econo-metrica 70:1403~1443
H. FÄollmer / 2004 / Stochastic Finance: An introduction in discrete time / Walter de Gruyter
L. Jiang / 2009 / A necessary and su±cient condition for probability measures dominated by g-expectation / Statistics and Probability Letters 79:196~201
N. El Karoui / 1997 / Backward stochastic di®erential equations in nance / Math. Finance 7:1~71
함께 읽어보면 좋을 논문
논문 유사도에 따라 DBpia 가 추천하는 논문입니다. 함께 보면 좋을 연관 논문을 확인해보세요!
-
THE SET OF PRIORS IN THE REPRESENTATION OF CHOQUET EXPECTATION WHEN A CAPACITY IS SUBMODULAR
순수 및 응용수학
2015 .01
-
THE MAXIMAL PRIOR SET IN THE REPRESENTATION OF COHERENT RISK MEASURE
순수 및 응용수학
2016 .01
-
Bayesian estimation of P(Y < X) for Lévy distribution
한국데이터정보과학회지
2021 .01
-
Noninformative priors for linear combinations of exponential means
한국데이터정보과학회지
2016 .04
-
Noninformative priors for product of exponential means
한국데이터정보과학회지
2015 .06
-
An evaluation formula for a generalized conditional expectation with translation theorems over paths
대한수학회지
2020 .01
-
On Mean Open and Closed Sets
Kyungpook Mathematical Journal
2016 .01
-
Bayesian testing for the homogeneity of the shape parameters of several inverse Gaussian distributions
한국데이터정보과학회지
2016 .06
-
Conditional expectation of Pettis integrable unbounded random sets
대한수학회지
2020 .01
-
Bayesian inference for nonlinear functions of means in normal distributions
한국데이터정보과학회지
2019 .03
-
Noninformative priors for the common shape parameter of several inverse Gaussian distributions
한국데이터정보과학회지
2015 .02
-
Bayesian estimation for Rayleigh models
한국데이터정보과학회지
2017 .07
-
Bayesian analysis for the ratio of scale parameters in Topp-Leone distributions
한국데이터정보과학회지
2019 .11
-
Topology on Semi-Well Ordered Sets
Kyungpook Mathematical Journal
2024 .03
-
Spectral classes and the parameter distribution set
대한수학회논문집
2015 .01
-
Probability matching priors for the powers of mean and variance in the normal distribution
한국데이터정보과학회지
2018 .05
-
Ideals in unital cycloids based on fuzzy points
ANNALS OF FUZZY MATHEMATICS AND INFORMATICS
2024 .02
-
NEW FORM OF NJÅSTAD'S α-SET AND LEVINE'S SEMI-OPEN SET
충청수학회지
2017 .01
-
Pettis conditional expectation of closed convex random sets in a Banach space without $RNP$
대한수학회지
2018 .01
-
CHARACTERIZATIONS OF FLOWS NEAR CLOSED SETS
충청수학회지
2016 .01
이 논문의 저자 정보
최근 본 자료
댓글(0)
0