Some results on the minimal members of convex expectations

JI Ronglin; ZHOU Jinming

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Some results on the minimal members of convex expectations

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- Some results on the minimal members of convex expectations
- Acta Scientiarum Naturalium Universitatis SunYatseni Vol. 56, Issue 6, Pages: 72-75(2017)
- 作者机构：
  
  1. 安徽大学数学科学学院,安徽,合肥,230601
  2. 
- 作者简介：
- 基金信息：
- DOI：
  CLC：
- Published：2017，
  
  Published Online：25 November 2017，
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JI Ronglin, ZHOU Jinming. Some results on the minimal members of convex expectations. [J]. Acta Scientiarum Naturalium Universitatis SunYatseni 56(6):72-75(2017)
DOI：

JI Ronglin, ZHOU Jinming. Some results on the minimal members of convex expectations. [J]. Acta Scientiarum Naturalium Universitatis SunYatseni 56(6):72-75(2017) DOI：

摘要

在非线性数学期望的公理化框架下，从凸期望和凹期望之间的Sandwich定理的视角出发，研究了带控制条件的凸期望集合的极小元问题，建立了一类带单边或双边控制条件的凸期望集合的极小元的论断与Sandwich定理之间的等价关系。

Abstract

Under the framework of nonlinear expectations，the minimal members of convex expectations with some dominating conditions are studied in the view of the Sandwich theorem for a convex expectation and a concave expectation. The conclusions of the minimal members of convex expectations with single or two dominating conditions are proved to be equivalent to the Sandwich theorem.

关键词

非线性数学期望凸期望Sandwich定理极小元

Keywords

nonlinear expectationconvex expectationSandwich theoremminimal member

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Related Author

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Related Institution

School of International Trade and Economics，University of International Business and Economics

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School of Sciences, China University of Mining and Technology

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