A Law of Large Numbers Under the Nonlinear Expectation  

作　　者：Miao ZHANG Zeng-jing CHEN 

机构地区：[1]Qilu Securities Institute for Financial studies and Department of Mathematics,Shandong University

出　　处：《Acta Mathematicae Applicatae Sinica》2015年第4期953-962,共10页应用数学学报（英文版）

基　　金：Supported by the National Natural Science Foundation of China(No.11211061 and No.11231005);Natural Science Foundation of Shandong Province(No.ZR2013AQ021)

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.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.

关 键 词：law of large numbers nonlinear expectation backward stochastic differential equation 

分 类 号：O211.67[理学—概率论与数理统计]