J4 ›› 2012, Vol. 47 ›› Issue (7): 76-80.
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LIU Zhi
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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
LIU Zhi. The law of large numbers under subliear expectations and its applications[J].J4, 2012, 47(7): 76-80.
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