A Law of Large Numbers Under the Nonlinear Expectation
A Law of Large Numbers Under the Nonlinear Expectation作者机构：Qilu Securities Institute for Financial studies and Department of MathematicsShandong University
出 版 物：《Acta Mathematicae Applicatae Sinica》 (应用数学学报（英文版）)
年 卷 期：2015年第31卷第4期
页 面：953-962页
核心收录：
学科分类：02[经济学] 0202[经济学-应用经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学（可授理学、经济学学位）] 070103[理学-概率论与数理统计] 0701[理学-数学]
基 金：Supported by the National Natural Science Foundation of China(No.11211061 and No.11231005) Natural Science Foundation of Shandong Province(No.ZR2013AQ021)
主 题：law of large numbers nonlinear expectation backward stochastic differential equation
摘 要：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.
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