An Interchangeable Theorem of -Integral
نویسندگان
چکیده
منابع مشابه
An integral representation theorem of g-expectations
There are two classes of nonlinear expectations, one is the Choquet expectation given by Choquet (1955), the other is the Peng’s g-expectation given by Peng (1997) via backward differential equations (BSDE). Recently, Peng raised the following question: can a g-expectation be represented by a Choquet expectation? In this paper, we provide a necessary and sufficient condition on g-expectations u...
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ژورنال
عنوان ژورنال: Journal of Inequalities and Applications
سال: 2009
ISSN: 1029-242X
DOI: 10.1155/2009/135693