| 扩展G-期望下的最小卷积问题(英文) |
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| 引用本文： | 刘智,白学鹏. 扩展G-期望下的最小卷积问题(英文)[J]. 应用概率统计, 2012, 28(3): 244-262 |
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| 作者姓名： | 刘智 白学鹏 |
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| 作者单位： | 山东大学数学学院 |
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| 摘 要： | 文章研究了在多维的G-分布期望下的最小卷积问题,并且得到了多维G-分布期望的最小卷积和生成元G的最小卷积的关系.此外,我们还研究了此问题的连续性性质和动态性质.
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| 关 键 词： | G-分布 G-分布期望 G-分布过程 最小卷积 |
Inf-Convolution Problem under the Generalized G-Expectations |
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| Liu Zhi Bai Xuepeng. Inf-Convolution Problem under the Generalized G-Expectations[J]. Chinese Journal of Applied Probability and Statisties, 2012, 28(3): 244-262 |
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| Authors: | Liu Zhi Bai Xuepeng |
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| Affiliation: | School of Mathematics, Shandong University |
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| Abstract: | In this paper we will discuss the inf-convolution problems in the framework of multidimensional G-distributed expectation, and we present the relationship between inf-convolution of multi-dimensional G-distributed expectations and the inf-convolution of drivers G. Moreover, we also study the continuity and dynamical properties of this problem. |
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| Keywords: | G-distribution G-distributed expectation G-distributed process inf-convolution |
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