Rosenthal’s inequalities for independent and negatively dependent random variables under sub-linear expectations with applications

Expected utility with purely subjective non-additive probabilities

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

Business, Mathematics, Philosophy +14

Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation

Shigē Péng · Stochastic Processes and their Applications · 2008 · 582 citations

Engineering, Mathematics, Probability Theory +13

Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob–Meyers type

Shigē Péng · Probability Theory and Related Fields · 1999 · 361 citations · Full text

Natural Sciences, Mathematics, Dynamical Systems +5

A theoretical framework for the pricing of contingent claims in the presence of model uncertainty

Laurent Denis, Claude Martini · The Annals of Applied Probability · 2006 · 359 citations · Full text

Business, Economics, Finance +17

A note on the almost sure convergence of sums of negatively dependent random variables

Przemysław Matuła · Statistics & Probability Letters · 1992 · 330 citations

Natural Sciences, Mathematics, Probability Theory +10