10.9k citations
- University of Science and Technology of ChinaCN2.2k papers
- Chinese Academy of SciencesCN1.8k papers
- Tsinghua UniversityCN1.8k papers
- Nanjing UniversityCN1.7k papers
- Johannes Gutenberg University MainzDE1.7k papers
- Institute of High Energy PhysicsCN1.6k papers
- Indiana University BloomingtonUS1.6k papers
- Justus-Liebig-Universität GießenDE1.6k papers
- Uppsala UniversitySE1.6k papers
- Istituto Nazionale di Fisica Nucleare, Laboratori Nazionali di FrascatiIT1.6k papers
- Joint Institute for Nuclear ResearchRU1.6k papers
- Shanghai Jiao Tong UniversityCN1.5k papers
Showing 2005 · math.PRShow all
2 papers · 2 filters
math.PR2005★ 31 cited
Two-parameter -variation Paths and Integrations of Local Times
Chunrong Feng, Huaizhong Zhao
In this paper, we prove two main results. The first one is to give a new condition for the existence of two-parameter -variation path integrals. Our condition of locally boun…
math.PR2005★ 67 cited
Choquet expectation and Peng's g-expectation
Zengjing Chen, Tao Chen, Matt Davison
In this paper we consider two ways to generalize the mathematical expectation of a random variable, the Choquet expectation and Peng's g-expectation. An open question has been, aft…