扩展G-期望下的最小卷积问题(英文)

Inf-Convolution Problem under the Generalized G-Expectations

文章研究了在多维的G-分布期望下的最小卷积问题,并且得到了多维G-分布期望的最小卷积和生成元G的最小卷积的关系.此外,我们还研究了此问题的连续性性质和动态性质.

In this paper we will discuss the inf-convolution problems in the framework of multi- dimensional G-distributed expectation, and we present the relationship between inf-convolution of multi-dimensional G-distributed expectations and the inf-convolution of drivers G. Moreover, we also study the continuity and dynamical properties of this problem.