基于g期望的一个推广的Hlder不等式

Generalization of the Hlder Inequality for g expectation

在g满足次线性条件下,针对非负生成元,利用引理2,推导出g期望的一个推广的Hlder不等式;在此基础上,给出了两个相关的推论。推论2就是关于g期望的Hlder不等式。

This paper is concerned with the use of lemma 2 for the introduction of a generalized form of the Holder inequality for g expectation when g satisfies the sublinear condition and is a nonnegative generator. Further more, this paper uses the generalized form of the Holder inequality to establish two corollarys.