On the strict comparison theorem for $G$-expectations

Details On the strict comparison theorem for $G$-expectations On the strict comparison theorem for $G$-expectations

2010-02-09

arxiv.org/abs/1002.1765v2

Mathematics

Probability

7 pages

Scientific paper

This paper investigates the strict comparison theorem under the framework of
$G$-expectation, i.e., let $X\leq Y$ q.s., if $X,Y$ satisfy some additional
conditions, then $\E[X]<\E[Y]$.

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