一般的非线性数学期望──g-期望

On the Generalized Non-linear Mathematical Expectations──g-expectations

彭实戈利用倒向随机微分方程引入了平方可积随机变量的非线性数学期望──ｇ－期望，本文扩张了ｇ－期望的定义空间。

S. Peng uses backwards stochastic differential equations to introducethe notions of g-expectations of square integrable random variables; In this paper, weextend the notions of g-expectations.