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.
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.
Inf-Convolution Problem under the Generalized G-Expectations
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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