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