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A note on characterization by the conditional expectation

✍ Scribed by S. Talwalker

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On the worst conditional expectation

✍ Akihiko Inoue 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 190 KB

worst conditional expectations. We show some representation theorems for them, extending the results of Artzner, Delbaen, Eber, Heath, and Kusuoka.

Characterization of distributions by con

✍ Philip Samuel 📂 Article 📅 2008 🏛 Springer-Verlag 🌐 English ⚖ 268 KB

Characterizations based on conditional e

✍ Jyh-Cherng Su; Wen-Jang Huang 📂 Article 📅 2000 🏛 Springer-Verlag 🌐 English ⚖ 580 KB

On the conditional expectation of stocha

✍ R.E Mortensen 📂 Article 📅 1969 🏛 Elsevier Science 🌐 English ⚖ 652 KB

On the stability problem for conditional

✍ Wlodzimierz Bryc; Wlodzimierz Smolenski 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 339 KB

Characterization of the Mixtures of Gomp

✍ Jong-Wuu Wu; Wen-Chuan Lee 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 180 KB 👁 1 views