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A Law of Large Numbers Under the Nonlinear Expectation
A Law of Large Numbers Under the Nonlinear Expectation
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摘要
Inthispaper,wederivealawoflargenumbersunderthenonlinearexpectationgeneratedbybackwardstochasticdifferentialequationsdrivenbyG-Brownianmotion.
DOI
wjvx3k5647/1549474
作者
Miao ZHANG;Zeng-jing CHEN
机构地区
不详
出处
《应用数学学报:英文版》
2015年4期
关键词
大数定律
非线性
期望
倒向随机微分方程
布朗运动
分类
[理学][基础数学]
出版日期
2015年04月14日(中国Betway体育网页登陆平台首次上网日期,不代表论文的发表时间)
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来源期刊
应用数学学报:英文版
2015年4期
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相关关键词
大数定律
非线性
期望
倒向随机微分方程
布朗运动
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