Talk:g-expectation

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Misleading title

Latest comment: 11 months ago1 comment1 person in discussion

The title of the page is misleading: The correct title would be 'g-expectation', not 'G-expectation'. The former refers, as stated, to the BSDE concept.^[1] The latter refers to the concept on non-linear expectation spaces.^[2] Dododoner (talk) 12:00, 14 August 2025 (UTC)Reply

References

↑ Philippe Briand; François Coquet; Ying Hu; Jean Mémin; Shige Peng (2000). "A Converse Comparison Theorem for BSDEs and Related Properties of g-Expectation" (PDF). Electronic Communications in Probability. 5 (13): 101–117.
↑ Peng, Shige (2019). Nonlinear expectations and stochastic calculus under uncertainty. Berlin: Springer. ISBN 978-3-662-59903-7.

[BCHMP-1] Philippe Briand; François Coquet; Ying Hu; Jean Mémin; Shige Peng (2000). "A Converse Comparison Theorem for BSDEs and Related Properties of g-Expectation" (PDF). Electronic Communications in Probability. 5 (13): 101–117.

[PGExp-2] Peng, Shige (2019). Nonlinear expectations and stochastic calculus under uncertainty. Berlin: Springer. ISBN 978-3-662-59903-7.

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Talk:g-expectation

Misleading title