A law of large numbers under the nonlinear expectation

被引：0
|
作者：
Miao Zhang
Zeng-jing Chen
机构：
[1] Shandong University,Qilu Securities Institute for Financial studies and Department of Mathematics
[2] Shandong University,Qilu Securities Institute for Financial studies and Department of Mathematics
来源：
Acta Mathematicae Applicatae Sinica, English Series | 2015年 / 31卷
关键词：
law of large numbers; nonlinear expectation; backward stochastic differential equation; 60H10; 60F99;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this paper, we derive a law of large numbers under the nonlinear expectation generated by backward stochastic differential equations driven by G-Brownian motion.
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页码：953 / 962
页数：9
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