Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/111073
Authors: 
Fadina, Tolulope
Herzberg, Frederik
Year of Publication: 
2015
Series/Report no.: 
Working Papers, Center for Mathematical Economics 540
Abstract: 
We prove a lifting theorem, in the sense of Robinsonian nonstandard analysis, for the G-expectation. Herein, we use an existing discretization theorem for the G-expectation by T. Fadina and F. Herzberg (Bielefeld University, Center for Mathematical Economics in its series Working Papers, 503, (2014)).
Subjects: 
G-expectation
Volatility uncertainty
Lifting theorem
Robinsonian Nonstandard analysis
Hyperfinite discretization
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

Files in This Item:
File
Size
300.99 kB





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.