摘要
上、下概率分别是先验概率测度集的上、下确界,其不满足可加性,是一对对偶容度。首先,给出了几个一般的上、下概率的性质;接着,研究了由风险中性概率测度集产生的上、下概率的性质及其满足的一些不等式。
The upper probability and lower probability,which are,respectively,the supermum and infimum of a set of priori probabilities. They are nonadditive and a pair of conjugate capacities. Firstly, we showed several properties of the upper probability and lower probability. Then we investigated some properties and some inequalities of the upper probability and lower probability, which were respectively, the supermum and infimum of a set of risk neutral probabilities.
出处
《模糊系统与数学》
CSCD
北大核心
2015年第3期129-136,共8页
Fuzzy Systems and Mathematics
基金
国家自然科学基金资助项目(11171010)
河南财经政法大学重大科研基金资助项目(855006)
河南省高等学校重点科研项目(15B110002)
关键词
上概率
下概率
容度
Upper Probability
Lower Probability
Capacity
