نتایج جستجو برای: expectation

تعداد نتایج: 42247  

2003
Zengjing Chen Tao Chen

In this paper we consider two ways to generalize the mathematical expectation of a random variable, the Choquet expectation and Peng’s g-expectation. An open question has been, after making suitable restrictions to the class of random variables acted on by the Choquet expectation, for what class of expectation do these two definitions coincide? In this paper we provide a necessary and sufficien...

The notion of a $D$-poset was introduced in a connection withquantum mechanical models. In this paper, we introduce theconditional expectation of  random variables on theK^{o}pka's $D$-Poset and prove the basic properties ofconditional expectation on this  structure.

Journal: :Electronic Notes in Theoretical Computer Science 2019

Journal: :Journal of JSEE 2005

Journal: :SSRN Electronic Journal 2017

Journal: :The Annals of Probability 1977

Journal: :Journal of the Institute of Actuaries (1866) 1867

Journal: :Engineering Applications of Artificial Intelligence 2005

Journal: :Journal of the Illuminating Engineering Institute of Japan 1991

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