次线性期望框架下乘积空间的正则性

doi:10.6040/j.issn.1671-9352.0.2017.340

山东大学学报（理学版） ›› 2018, Vol. 53 ›› Issue (4): 66-75.doi: 10.6040/j.issn.1671-9352.0.2017.340

次线性期望框架下乘积空间的正则性

李小娟¹,高强^2*

1.山东青年政治学院信息工程学院, 山东济南 250103;2.山东大学中泰证券金融研究院, 山东济南 250100

收稿日期:2017-06-30 出版日期:2018-04-20 发布日期:2018-04-13
通讯作者: 高强(1990— ),男,博士,研究方向为非线性数学期望、金融数学、统计学. E-mail:qianggao1990@163.com E-mail:lxj110055@126.com
作者简介:李小娟(1984— ),女,硕士,讲师,研究方向为非线性数学期望. E-mail:lxj110055@126.com
基金资助:
山东省自然科学基金资助项目(ZR2014AP005,ZR2016AP12)

Regularity for product space under sublinear expectation framework

LI Xiao-juan¹, GAO Qiang^2*

1. School of Information Engineering, Shandong Youth University of Political Science, Jinan 250103, Shandong, China;
2. Zhongtai Securities Institute for Financial Studies, Shandong University, Jinan 250100, Shandong, China

Received:2017-06-30 Online:2018-04-20 Published:2018-04-13

摘要/Abstract

摘要： 证明了一列正则次线性期望空间的乘积空间是正则的。进一步,在样本空间都是完备可分距离空间的假设下,证明了乘积空间的完备化空间仍然是正则的。

关键词: 正则性, 次线性期望, 乘积空间, 完备可分距离空间

Abstract: This paper proves that the product space for a sequence regular sublinear expectation spaces is regular. Furthermore, the sample spaces are all complete separable metric spaces under the assumption, it is shown that the completion of the product space is still regular.

Key words: regularity, product space, sublinear expectation, complete separable metric space

中图分类号:

O211.1

李小娟,高强. 次线性期望框架下乘积空间的正则性[J]. 山东大学学报（理学版）, 2018, 53(4): 66-75.

LI Xiao-juan, GAO Qiang. Regularity for product space under sublinear expectation framework[J]. JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE), 2018, 53(4): 66-75.

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次线性期望框架下乘积空间的正则性

Regularity for product space under sublinear expectation framework

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