Non-linear expectations in spaces of Colombeau generalized functions
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DOI: 10.1080/07362994.2019.1585265
Abstract: Abstract We introduce the notion of a non-linear expectation in spaces of Colombeau generalized functions and provide its characterization in terms of the upper expectation over a set of probability measures. We then study a… read more here.
Keywords: colombeau generalized; expectations spaces; non linear; linear expectations ... See more keywords