摘要
该文通过研究g-概率和给定概率集合P中概率的关系,建立了g-概率下广义的大数定律.
The purpose of this article is to establish laws of large numbers for g-probabilities, which are defined via Peng＇s g-expectations. By studying the relationship of g-probabilities and probability measures in a given set P, it is showed that laws of large numbers in a broad sense for g-probabilities can be established via the corresponding laws for the probability measures in the set P.
出处
《数学物理学报（A辑）》
CSCD
北大核心
2011年第3期762-768,共7页
Acta Mathematica Scientia
关键词
倒向随机微分方程
g-概率
大数定律
Backward stochastic differential equation
g-probability
Laws of large numbers.
