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A law of large numbers under the nonlinear expectation

A law of large numbers under the nonlinear expectation In this paper, we derive a law of large numbers under the nonlinear expectation generated by backward stochastic differential equations driven by G-Brownian motion. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Mathematicae Applicatae Sinica Springer Journals

A law of large numbers under the nonlinear expectation

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Publisher
Springer Journals
Copyright
Copyright © 2015 by Institute of Applied Mathematics, Academy of Mathematics and System Sciences, Chinese Academy of Sciences and Springer-Verlag Berlin Heidelberg
Subject
Mathematics; Applications of Mathematics; Math Applications in Computer Science; Theoretical, Mathematical and Computational Physics
ISSN
0168-9673
eISSN
1618-3932
DOI
10.1007/s10255-015-0514-0
Publisher site
See Article on Publisher Site

Abstract

In this paper, we derive a law of large numbers under the nonlinear expectation generated by backward stochastic differential equations driven by G-Brownian motion.

Journal

Acta Mathematicae Applicatae SinicaSpringer Journals

Published: Nov 3, 2015

References