A strong law of large numbers for non-additive probabilities

An introduction to probability theory and its applications

Journal of the Franklin Institute · 1958 · 30K citations

Natural Sciences, Mathematics, Probability Theory +11

Subjective Probability and Expected Utility without Additivity

David Schmeidler · Econometrica · 1989 · 2.3K citations

Business, Economics, Mathematics +16

Ambiguity, Risk, and Asset Returns in Continuous Time

Zengjing Chen, Larry G. Epstein · Econometrica · 2002 · 1.1K citations · Full text

Business, Economics, Finance +14

Expected utility with purely subjective non-additive probabilities

Itzhak Gilboa · Journal of Mathematical Economics · 1987 · 705 citations

Business, Mathematics, Philosophy +14

Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths

Laurent Denis, Mingshang Hu, Shigē Péng · Potential Analysis · 2010 · 590 citations

Engineering, Mathematics, Probability Theory +12