Browsing Matematisk institutt by Author "Zhang, Yinglin"
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Biagini, Francesca; Zhang, Yinglin (Journal article / Tidsskriftartikkel / AcceptedVersion; Peer reviewed, 2019)In this paper, we introduce a sublinear conditional expectation with respect to a family of possibly nondominated probability measures on a progressively enlarged filtration. In this way, we extend the classic reduced-form ...