期刊文献+

次线性期望下END随机变量序列的Marcinkiewicz-Zygmund型强大数定律

Marcinkiewicz-Zygmund Type Strong Law of Large Numbers for END Random Variable Sequences under Sublinear Expectations
在线阅读 下载PDF
导出
摘要 在次线性期望下利用Chebyshev不等式和Kronecker引理,研究广义负相依(END)随机变量序列的强极限定理,在一般矩条件下得到END随机变量序列的Marcinkiewicz-Zygmund型强大数定律。 Under sublinear expectations,the strong limit theorem for sequences of extended negatively dependent(END)random variables mainly using Chebyshev’s inequality and Kronecker’s lemma.We obtain the Marcinkiewicz-Zygmund type strong law of large numbers for END random variable sequences under general moment conditions.
作者 魏玉琰 谭希丽 孙佩宇 郭爽 WEI Yuyan;TAN Xili;SUN Peiyu;GUO Shuang(Mathematics and Statistics College of Beihua University,Jilin 132013,China)
出处 《北华大学学报(自然科学版)》 2025年第3期281-289,共9页 Journal of Beihua University(Natural Science)
基金 吉林省自然科学基金项目(联合基金项目)(YDZJ202101ZYTS156) 北华大学研究生创新计划项目(2023004)。
关键词 次线性期望 END随机变量序列 强大数定律 sublinear expectations END random variable sequences strong law of large numbers
  • 相关文献

参考文献5

二级参考文献52

  • 1Allais, M., La psychologie de l'home rationnel devant le risque: critique des postulats et axiomes de l'cole Amricaine, Econometrica, 21:4(1953), 503-546. Translated and reprinted in Allais and Hagen,1979.
  • 2Artzner, P., Delbaen, F., Eber, J. M. & Heath, D., Coherent measures of risk, Math. Finance, 9(1999),203-228.
  • 3Barrieu, P. & El Karoui, N., Optimal derivatives design under dynamic risk measures, Contemp. Math.,Amer. Math. Soc., 315(2004), 13-25.
  • 4Bensoussan, A., Stochastic Control by Functional Analysis Methods, North-Holland, 1982.
  • 5Briand, P., Coquet, F., Hu, Y., Memin, J. & Peng, S., A converse comparison theorem for BSDEs and related properties of g-expectations, Electron. Comm. Probab, 5(2000), 26.
  • 6Chen, Z., A property of backward stochastic differential equations, C. R. Acad. Sci. Paris, Ser. I Math., 326:4(1998), 483-488.
  • 7Chen, Z. & Epstein, L., Ambiguity, risk and asset returns in continuous time, Econometrica,70:4(2002), 1403-1443.
  • 8Coquet, F., Hu, Y., Memin, J. & Peng, S., Filtration-consistent nonlinear expectations and related g-expectations, Probab. Theory Relat. Fields, 123(2002), 1-27.
  • 9Crandall, M. G., Ishii, H. & Lions, P. L., User's guide to viscosity solutions of second order partial differential equations, Bull. Amer. Math. Soc. (NS), 27(1992), 1-67.
  • 10Chen, Z. & Peng, S., A Nonlinear Doob-Meyer type decomposition and its application, SUT Journal of Mathematics (Japan), 34:2(1998), 197-208.

共引文献76

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部