J4 ›› 2012, Vol. 47 ›› Issue (7): 76-80.
• 数学 • 上一篇 下一篇
刘智
收稿日期:
出版日期:
发布日期:
作者简介:
LIU Zhi
Received:
Online:
Published:
摘要：
得到了一致可积条件下次线性期望的大数定律,并考虑了此结果在金融中的应用。特别地,考虑了在g-期望中的应用并得到一些极限性质。
关键词: 大数定律;次线性期望;g-期望
Abstract:
Under the uniformly integrable condition, the law of large numbers under sublinear expectations was obtained, and this result was applied to finance. Specially, this result was applied to g-expectations and some limit properties are obtained.
Key words: law of large numbers; subliear expectations; g-expectations
刘智. 次线性期望下的大数定律及应用[J]. J4, 2012, 47(7): 76-80.
LIU Zhi. The law of large numbers under subliear expectations and its applications[J]. J4, 2012, 47(7): 76-80.
0 / / 推荐
导出引用管理器 EndNote|Reference Manager|ProCite|BibTeX|RefWorks
链接本文: http://lxbwk.njournal.sdu.edu.cn/CN/
http://lxbwk.njournal.sdu.edu.cn/CN/Y2012/V47/I7/76
Cited
