{"paper":{"title":"Hyperfinite Construction of $G$-expectation","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.MF","authors_text":"Frederik Herzberg, Tolulope Fadina","submitted_at":"2018-10-22T16:09:06Z","abstract_excerpt":"The hyperfinite $G$-expectation is a nonstandard discrete analogue of $G$-expectation (in the sense of Robinsonian nonstandard analysis). A lifting of a continuous-time $G$-expectation operator is defined as a hyperfinite $G$-expectation which is infinitely close, in the sense of nonstandard topology, to the continuous-time $G$-expectation. We develop the basic theory for hyperfinite $G$-expectations and prove an existence theorem for liftings of (continuous-time) $G$-expectation. For the proof of the lifting theorem, we use a new discretization theorem for the $G$-expectation (also establishe"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1810.09386","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}