一类容度的弱(次)二次交替性研究

J4 ›› 2012, Vol. 47 ›› Issue (10): 59-63.

一类容度的弱(次)二次交替性研究

绪玉珍¹,江龙¹,赵曼2,孙倩怡¹

1.中国矿业大学理学院, 江苏徐州 221008; 2.南京地税局, 江苏南京 210018

收稿日期:2011-01-05 出版日期:2012-11-20 发布日期:2012-10-26
作者简介:绪玉珍(1987- ),女,硕士,主要研究随机分析和金融数学. Email:xyz1987112@163.com
基金资助:
国家自然科学基金资助项目(10971220);全国优秀博士学位论文作者专项基金资助项目(200919);中央高校基本科研业务费专项资金资助项目 (2010LKSX04)

Weak(sub)-2-alternating of a class of capacity

XU Yu-zhen¹, JIANG Long¹, ZHAO Man², SUN Qian-yi¹

1. School of Science, China University of Mining and Technology, Xuzhou 221008, Jiangsu, China;
2. Nanjing Local Taxation Bureau, Nanjing 210018, Jiangsu, China

Received:2011-01-05 Online:2012-11-20 Published:2012-10-26

摘要/Abstract

摘要：

由非线性期望诱导出一类容度,对这类容度的性质进行了研究。为了更好地刻画容度的特点,提出了容度的弱二次交替性的概念。利用非线性期望的相关性质分别研究了容度的弱二次交替、次二次交替与二次交替的性质。对奇的非线性期望算子给出了一个定理,使得3个性质是等价的。

关键词: 非线性期望;容度;二次交替;次二次交替;弱二次交替

Abstract:

A class of capacity was induced by the nonlinear expectations, and the properties of this capacity were studied. In order to better describe the characteristics of capacity, the notion of weak-2-alternating was proposed. Then the weak-2-alternating, sub-2-alternating and 2-alternating of capacity were respectively studied by using the properties of nonlinear expectations. Final, a theorem of the odd nonlinear expectations operator was obtained, which makes these three properties to be equivalent.

Key words: nonlinear expectations; capacity; 2-alternating; sub-2-alternating; weak-2-alternating

绪玉珍1,江龙1,赵曼2,孙倩怡1. 一类容度的弱(次)二次交替性研究[J]. J4, 2012, 47(10): 59-63.

XU Yu-zhen1, JIANG Long1, ZHAO Man2, SUN Qian-yi1. Weak(sub)-2-alternating of a class of capacity[J]. J4, 2012, 47(10): 59-63.

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