The Domination of g-evaluations and Choquet Evaluations  

作　　者：Kun HE Ming Shang HU 

机构地区：[1]Department of Mathematics, Donghua University [2]School of Mathematics, Shandong University

出　　处：《Acta Mathematica Sinica,English Series》2013年第5期1027-1032,共6页数学学报（英文版）

基　　金：supported by National Natural Science Foundation of China(Grant Nos.11126252,10971220,11171062and11001046);supported by the Independent Innovation Foundation of Shandong University(Grant No.2010GN026)

摘　　要：In this paper, we obtain that a convex g evaluation can be dominated by the corresponding Choquet evaluation if and only if g has the form g（t, y, z） =uty ＋ h（t, z）, where h（t, z） is positively homogeneous and subadditive with respect to z.In this paper, we obtain that a convex g evaluation can be dominated by the corresponding Choquet evaluation if and only if g has the form g（t, y, z） =uty ＋ h（t, z）, where h（t, z） is positively homogeneous and subadditive with respect to z.

关 键 词：BSDES g-expectations g-evaluations Choquet evaluations 

分 类 号：O211.67[理学—概率论与数理统计]