| 共单调次可加性的g-期望的一些性质 |
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| 引用本文： | 何娇.共单调次可加性的g-期望的一些性质[J].苏州市职业大学学报,2009,20(2):70-73. |
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| 作者姓名： | 何娇 |
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| 作者单位： | 江苏城市职业学院,昆山办学点,江苏,昆山,215300 |
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| 摘 要： | 研究了具有共单调次可加性的g-期望的一些性质及生成元g应该具有的基本特征．利用生成元的唯一性定理证明了如果g-期望满足共单调次可加性，那么生成元g不依赖于y．
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| 关 键 词： | 倒向随机微分方程 g-期望 共单调次可加性 |
Some Properties of g-Expectation with Comonotonic Subadditivity |
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| HE Jiao.Some Properties of g-Expectation with Comonotonic Subadditivity[J].Journal of Suzhou Vocational University,2009,20(2):70-73. |
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| Authors: | HE Jiao |
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| Institution: | HE Jiao (Kunshan Division, Jiangsu City Vocation College, Kunshan 215300, China) |
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| Abstract: | It studies some propertied of the g-expectation with comonotonic subadditivity and the properties the generator g should have. A uniqueness theorem for g-expectation was used, and it is proved that if εg·] meets comonotonic subadditivity, g is independent of y. |
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| Keywords: | backward stochastic differential equationp g-expectation comonotonic subadditivity |
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