G-expectation (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "G-expectation" in English language version.

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Chen, Z.; Chen, T.; Davison, M. (2005). "Choquet expectation and Peng's g -expectation". The Annals of Probability. 33 (3): 1179. arXiv:math/0506598. doi:10.1214/009117904000001053.

Peng, S. (2004). "Nonlinear Expectations, Nonlinear Evaluations and Risk Measures". Stochastic Methods in Finance (PDF). Lecture Notes in Mathematics. Vol. 1856. pp. 165–138. doi:10.1007/978-3-540-44644-6_4. ISBN 978-3-540-22953-7. Archived from the original (pdf) on March 3, 2016. Retrieved August 9, 2012.
Chen, Z.; Chen, T.; Davison, M. (2005). "Choquet expectation and Peng's g -expectation". The Annals of Probability. 33 (3): 1179. arXiv:math/0506598. doi:10.1214/009117904000001053.
Rosazza Gianin, E. (2006). "Risk measures via g-expectations". Insurance: Mathematics and Economics. 39: 19–65. doi:10.1016/j.insmatheco.2006.01.002.

Philippe Briand; François Coquet; Ying Hu; Jean Mémin; Shige Peng (2000). "A Converse Comparison Theorem for BSDEs and Related Properties of g-Expectation" (PDF). Electronic Communications in Probability. 5 (13): 101–117.

Peng, S. (2004). "Nonlinear Expectations, Nonlinear Evaluations and Risk Measures". Stochastic Methods in Finance (PDF). Lecture Notes in Mathematics. Vol. 1856. pp. 165–138. doi:10.1007/978-3-540-44644-6_4. ISBN 978-3-540-22953-7. Archived from the original (pdf) on March 3, 2016. Retrieved August 9, 2012.

Peng, S. (2004). "Nonlinear Expectations, Nonlinear Evaluations and Risk Measures". Stochastic Methods in Finance (PDF). Lecture Notes in Mathematics. Vol. 1856. pp. 165–138. doi:10.1007/978-3-540-44644-6_4. ISBN 978-3-540-22953-7. Archived from the original (pdf) on March 3, 2016. Retrieved August 9, 2012.