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Teoriya Veroyatnostei i ee Primeneniya, 1993, Volume 38, Issue 3, Pages 529–539 (Mi tvp3963)  
This article is cited in 1 scientific paper (total in 1 paper)

Generalization of the expectation for a unified description of random and indefinite factors

A. A. Lebedeva, V. A. Lebedevb

a Moscow Aviation Institute (State University of Aerospace Technologies)
b M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
Full-text PDF (2591 kB) Citations (1)
Abstract: In this paper we demonstrate the possibility of a general description of random, indefinite and (some kinds of) fuzzy factors by weakening the additivity axiom for the probability and considering a measurable space of elementary events with a subadditive functional defined on the space of measurable functions. This functional (sublinear expectation) is a generalization of the expectation. Some properties of sublinear expectations are studied and some examples of constructing spaces with sublinear expectations of interest for applications are considered, in particular, the direct product of given spaces. The references consist of 9 titles.
Keywords: sublinear expectation, decomposition, minimal dominating measure, direct and left-sided product of spaces with sublinear expectations.
Received: 06.02.1991
English version:
Theory of Probability and its Applications, 1993, Volume 38, Issue 3, Pages 470–478
DOI: https://doi.org/10.1137/1138043
Bibliographic databases:
Language: Russian
Citation: A. A. Lebedev, V. A. Lebedev, “Generalization of the expectation for a unified description of random and indefinite factors”, Teor. Veroyatnost. i Primenen., 38:3 (1993), 529–539; Theory Probab. Appl., 38:3 (1993), 470–478
Citation in format AMSBIB
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\by A.~A.~Lebedev, V.~A.~Lebedev
\paper Generalization of the expectation for a unified description of random and indefinite factors
\jour Teor. Veroyatnost. i Primenen.
\yr 1993
\vol 38
\issue 3
\pages 529--539
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\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1404662}
\zmath{https://zbmath.org/?q=an:0808.60002}
\transl
\jour Theory Probab. Appl.
\yr 1993
\vol 38
\issue 3
\pages 470--478
\crossref{https://doi.org/10.1137/1138043}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1993PJ74300006}
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  • https://www.mathnet.ru/eng/tvp/v38/i3/p529
    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
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