Peng, Shi-Ge
- Tightness, weak compactness of nonlinear expectations and application to CLT
2010/06/13 by Shigē Péng, Peng, Shi-Ge · 6 citations
Engineering · Economics, Econometrics and Finance · Computer Science · #Stability and Controllability of Differential Equations #Stochastic processes and financial applications #Optimization and Variational Analysis
- Dynamically Consistent Nonlinear Evaluations and Expectations
2005/01/24 by Shi-Ge Peng, Peng, Shi-Ge · 1 citation
Mathematics · #60H10 #FOS: Mathematics #Functional Analysis (math.FA) #Probability (math.PR) #math.FA #math.PR #msc:60H10