{
  "id": "1110.2592",
  "version": "v2",
  "published": "2011-10-12T08:12:44.000Z",
  "updated": "2011-10-26T12:56:39.000Z",
  "title": "Quasi-sure analysis, aggregation and dual representations of sublinear expectations in general spaces",
  "authors": [
    "Samuel N. Cohen"
  ],
  "categories": [
    "math.PR",
    "math.OC"
  ],
  "abstract": "We consider coherent sublinear expectations on a measurable space, without assuming the existence of a dominating probability measure. By considering a decomposition of the space in terms of the supports of the measures representing our sublinear expectation, we give a simple construction, in a quasi-sure sense, of the (linear) conditional expectations, and hence give a representation for the conditional sublinear expectation. We also show an aggregation property holds, and give an equivalence between consistency and a pasting property of measures.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2011-10-26T12:56:39.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60A10",
      "60A86",
      "91B06"
    ],
    "keywords": [
      "quasi-sure analysis",
      "dual representations",
      "general spaces",
      "coherent sublinear expectations",
      "conditional sublinear expectation"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2011arXiv1110.2592C"
    }
  }
}