| 基于加权g期望的若干不等式及大数定律 |
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| 引用本文： | 穆静静,江龙.基于加权g期望的若干不等式及大数定律[J].徐州师范大学学报(自然科学版),2013(4):20-25,73. |
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| 作者姓名： | 穆静静 江龙 |
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| 作者单位： | 中国矿业大学理学院,江苏徐州221116 |
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| 基金项目： | 基金项目：国家自然科学基金资助项目（11371362）,中央高校基本科研业务费（2012LWB48） |
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| 摘 要： | 引入加权g期望的概念，研究其性质，并建立基于加权g期望的一些不等式以及大数定律，推广了林乾及杨丛等的结果．
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| 关 键 词： | g期望 加权g期望 不等式 大数定律 |
Some inequalities and law of large numbers on weighted g-expectation |
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| Mu Jingjing,Jiang Long.Some inequalities and law of large numbers on weighted g-expectation[J].Journal of Xuzhou Normal University(Natural Science Edition),2013(4):20-25,73. |
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| Authors: | Mu Jingjing Jiang Long |
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| Institution: | (School of Sciences,China University of Mining ＆ Technology,Xuzhou 221116,Jiangsu,China) |
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| Abstract: | In this paper, the notion of weighted g-expectation is introduced and some properties of weighted g-expec- tation are studied. Some inequalities and law of large numbers for weighted g-expectation are established, which generalize the results of Lin and Yang et al on g-expectation. |
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| Keywords: | g-expectation weighted g-expectations inequality law of large numbers |
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