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math.PR2023
Countable-state stochastic processes with càdlàg sample paths
Alexander Erreygers, Jasper De Bock
The Daniell-Kolmogorov Extension Theorem is a fundamental result in the theory of stochastic processes, as it allows one to construct a stochastic process with prescribed finite-di…
math.PR2023★ 1 cited
Sublinear expectations for countable-state uncertain processes
Alexander Erreygers
Sublinear expectations for uncertain processes have received a lot of attention recently, particularly methods to extend a downward-continuous sublinear expectation on the bounded…