On the Representation Theorem of G-Expectations and Paths of G–Brownian Motion
نویسندگان
چکیده
We give a very simple and elementary proof of the existence of a weakly compact family of probability measures {Pθ : θ ∈ Θ} to represent an important sublinear expectation— G-expectation E[·]. We also give a concrete approximation of a bounded continuous function X(ω) by an increasing sequence of cylinder functions Lip(Ω) in order to prove that Cb(Ω) belongs to the E[| · |]-completion of the Lip(Ω).
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تاریخ انتشار 2009