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math.PR2014
A study of imprecise Markov chains: joint lower expectations and point-wise ergodic theorems
Gert de Cooman, Jasper De Bock, Stavros Lopatatzidis
We justify and discuss expressions for joint lower and upper expectations in imprecise probability trees, in terms of the sub- and supermartingales that can be associated with such…
math.PR2014★ 1 cited
Continuity of imprecise stochastic processes with respect to the pointwise convergence of monotone sequences
Jasper De Bock, Gert de Cooman
We consider the joint lower expectation of a finite-state imprecise stochastic process, defined using either the Ville-Vovk-Shafer natural extension or the Williams natural extensi…