刘智, 白学鹏. 扩展G-期望下的最小卷积问题[J]. 应用概率统计, 2012, 28(3): 244-262.
引用本文: 刘智, 白学鹏. 扩展G-期望下的最小卷积问题[J]. 应用概率统计, 2012, 28(3): 244-262.
Liu Zhi, Bai Xuepeng. Inf-Convolution Problem under the Generalized G-Expectations[J]. Chinese Journal of Applied Probability and Statistics, 2012, 28(3): 244-262.
Citation: Liu Zhi, Bai Xuepeng. Inf-Convolution Problem under the Generalized G-Expectations[J]. Chinese Journal of Applied Probability and Statistics, 2012, 28(3): 244-262.

扩展G-期望下的最小卷积问题

Inf-Convolution Problem under the Generalized G-Expectations

  • 摘要: 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.

     

    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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