J4 ›› 2012, Vol. 47 ›› Issue (6): 117-120.

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Borel-Cantelli lemma for capacities

SONG Li   

  1. 1. School of Financial, Shandong Light Industry School,  Jinan 250100, Shandong, China;
    2. School of Mathematics, Shandong University,  Jinan 250100,  Shandong,  China
  • Received:2010-12-01 Online:2012-06-20 Published:2012-06-26

Abstract:

Under the framework of sublinear expectations, the Borel-Cantelli lemma for capacities induced by sublinear expectations is proved.

Key words: Borel-Cantelli lemma; capacity; sublinear expectation

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