关于凸期望的极小元的一些结果  

Some results on the minimal members of convex expectations

作　　者：纪荣林 周津名 JI Ronglin;ZHOU Jinming(School of Mathematical Sciences, Anhui University, Hefei 230601, China;School of Mathematics and Statistics, Hefei Normal University, Hefei 230601, China)

机构地区：[1]安徽大学数学科学学院,安徽合肥230601 [2]合肥师范学院数学与统计学院,安徽合肥230601

出　　处：《中山大学学报（自然科学版）》2017年第6期72-75,共4页Acta Scientiarum Naturalium Universitatis Sunyatseni

基　　金：江苏省自然科学基金青年基金(BK20150167);安徽大学博士科研启动(J01003202)

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。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 

分 类 号：O21167[理学—概率论与数理统计]