Ӧ�ø���ͳ�� 2012, 28(3) 244-262 DOI:      ISSN: 1001-4268 CN: 31-1256

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Inf-Convolution Problem under the Generalized G-Expectations
Liu Zhi, Bai Xuepeng
School of Mathematics, Shandong University
Abstract:

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.

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