Received: 16 October 2019 Accepted: 12 September 2020
DOI: 10.1111/mafi.12289
ORIGINAL ARTICLE
Markov chains under nonlinear expectation
Max Nendel
Center for Mathematical Economics,
Bielefeld University, Bielefeld, Germany Abstract
In this paper, we consider continuous-time Markov
Correspondence
Max Nendel, Center for Mathematical
chains with a finite state space under nonlinear expecta-
Economics, Bielefeld University, 33615 ...


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