g-期望的一种Kolmogorov不等式

A Kolmogorov's inequality for g-expectation

借助于当生成元g满足限制条件时的g-方差比较定理,得到了g-期望的一种Kolmogorov不等式表达形式。结果表明它类似于古典Kolmogorov不等式的形式,推广了古典Kolmogorov不等式。

With the comparison theorem for g-variance of restricted conditions on operator g, a Kolmogorov＇ s inequality for g-expectation was obtained. The result showed that this inequality is similar to the classical Kolmogorov＇ s inequality, and can extend the classical Kolmogorov＇ s inequality.