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An Integral Representation Theorem of g-expectations

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HAL Id: inria-00072303

https://hal.inria.fr/inria-00072303

Submitted on 23 May 2006

HAL is a multi-disciplinary open access archive for the deposit and dissemination of sci- entific research documents, whether they are pub- lished or not. The documents may come from

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An Integral Representation Theorem of g-expectations

Chen Zengjing, Agnès Sulem

To cite this version:

Chen Zengjing, Agnès Sulem. An Integral Representation Theorem of g-expectations. [Research Report] RR-4284, INRIA. 2001. �inria-00072303�

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ISRN INRIA/RR--4284--FR+ENG

a p p o r t

d e r e c h e r c h e

THÈME 4

INSTITUT NATIONAL DE RECHERCHE EN INFORMATIQUE ET EN AUTOMATIQUE

An integral representation theorem of -expectations

Zengjing Chen and Agnès Sulem

N° 4284

October, 18 2001

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Unité de recherche INRIA Rocquencourt

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Unité de recherche INRIA Rennes : IRISA, Campus universitaire de Beaulieu - 35042 Rennes Cedex (France) Unité de recherche INRIA Rhône-Alpes : 655, avenue de l’Europe -

Unité de recherche INRIA Rennes : IRISA, Campus universitaire de Beaulieu - 35042 Rennes Cedex (France) Unité de recherche INRIA Rhône-Alpes : 655, avenue de l’Europe -

Unité de recherche INRIA Rennes : IRISA, Campus universitaire de Beaulieu - 35042 Rennes Cedex (France) Unité de recherche INRIA Rhône-Alpes : 655, avenue de l’Europe -

Unité de recherche INRIA Rennes : IRISA, Campus universitaire de Beaulieu - 35042 Rennes Cedex (France) Unité de recherche INRIA Rhône-Alpes : 655, avenue de l’Europe -

Unité de recherche INRIA Rennes : IRISA, Campus universitaire de Beaulieu - 35042 Rennes Cedex (France) Unité de recherche INRIA Rhône-Alpes : 655, avenue de l’Europe -

Unité de recherche INRIA Rennes : IRISA, Campus universitaire de Beaulieu - 35042 Rennes Cedex (France) Unité de recherche INRIA Rhône-Alpes : 655, avenue de l’Europe -