| 次线性期望下的大数定律及应用 |
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| 引用本文： | 刘智. 次线性期望下的大数定律及应用[J]. 山东大学学报(理学版), 2012, 47(7): 76-80 |
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| 作者姓名： | 刘智 |
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| 作者单位： | 山东大学数学学院, 山东 济南 250100 |
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| 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。
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| 关 键 词： | 大数定律 次线性期望 g-期望, |
| 收稿时间： | 2012-05-01 |
The law of large numbers under subliear expectations and its applications |
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| LIU Zhi. The law of large numbers under subliear expectations and its applications[J]. Journal of Shandong University, 2012, 47(7): 76-80 |
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| Authors: | LIU Zhi |
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| Affiliation: | School of Mathematics, Shandong University, Jinan 250100, Shandong, China |
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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. |
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| Keywords: | law of large numbers subliear expectations g-expectations |
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