The S-Related Dynamic Convex Valuation in the Brownian Motion Setting |
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| Authors: | Michael Kohlmann Dewen Xiong |
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| Institution: | 1. Department of Mathematics and Statistics , University of Konstanz , Konstanz, Germany michael.kohlmann@uni-konstanz.de;3. Department of Mathematics , Shanghai Jiaotong University , Shanghai, P.R. China |
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| Abstract: | Let be an array of row-wise exchangeable random elements in a separable Banach space. Strong laws of large numbers are obtained for under certain moment conditions on the random variables and a condition relating to nonorthogonality. By using reverse martingale techniques, similar results are obtained for triangular arrays of random elements inseparable Banach spaces which are row-wise exchangeable |
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| Keywords: | Dynamic convex valuation (DCV) ? g k 2 -Dominated DCV g-Expectation Time-consistent property |
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