J4 ›› 2012, Vol. 47 ›› Issue (10): 59-63.
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XU Yu-zhen1, JIANG Long1, ZHAO Man2, SUN Qian-yi1
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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
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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