2 papers
math.PR2025
A Unified Theory of -Expectations
Qian Qi
We derive a new class of non-linear expectations from first-principles deterministic chaotic dynamics. The homogenization of the system's skew-adjoint microscopic generator is achi…
math.PR2025
A Mean-Field Theory of -Expectations
Qian Qi
The canonical theory of sublinear expectations, a foundation of stochastic calculus under ambiguity, is insensitive to the non-convex geometry of primitive uncertainty models. This…