2 papers
math.PR2021
Semi--normal: a Hybrid between Normal and -normal (Full Version)
Yifan Li, Reg Kulperger, Hao Yu
The -expectation framework is a generalization of the classical probabilistic system motivated by Knightian uncertainty, where the -normal plays a central role. However, from…
math.PR2018
An Iterative Approximation of the Sublinear Expectation of an Arbitrary Function of -normal Distribution and the Solution to the Corresponding -heat Equation
Yifan Li, Reg Kulperger
It has been a well-known problem in the -framework that it is hard to compute the sublinear expectation of the -normal distribution when is neith…