摘要
最大数学期望与g-期望一样都是非线性的,这两种非线性的数学期望之间存在某些联系.通过g-期望的性质或最大数学期望的定义得到了最大数学期望的某些重要性质.
Maximal mathematical expectation is nonlinear as well as g-expectation. There are some connections between these two nonlinear expectations. Some special useful properties are obtained by the definition of maximal mathematical expectation or via g-expectation.
出处
《山东大学学报(理学版)》
CAS
CSCD
北大核心
2007年第2期92-94,共3页
Journal of Shandong University(Natural Science)
关键词
最大数学期望
G-期望
倒向随机微分方程
maximal mathematical expectation
g-expectation
backward stochastic differentialequation