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作品数：64被引量：170H指数：6
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相关作者：安和平冯恩民游兆永刘辉昭蒋达清更多>>
相关机构：东北师范大学大连理工大学云南工业大学西安交通大学更多>>
相关期刊：《四川师范大学学报（自然科学版）》《Journal of Partial Differential Equations》《Applied Mathematics and Mechanics(English Edition)》《Frontiers of Mathematics in China》更多>>
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G-Lévy processes under sublinear expectations被引量：3
《Probability, Uncertainty and Quantitative Risk》2021年第1期1-22,共22页Mingshang Hu Shige Peng 
This work was supported by National Key R&D Program of China(Grant No.2018YFA0703900);National Natural Science Foundation of China(Grant No.11671231);Tian Yuan Fund of the National Natural Science Foundation of China(Grant Nos.11526205 and 11626247);National Basic Research Program of China(973 Program)(Grant No.2007CB814900).
We introduce G-Lévy processes which develop the theory of processes with independent and stationary increments under the framework of sublinear expectations.We then obtain the Lévy-Khintchine formula and the existen...
关键词：Sublinear expectation G-normal distribution G-Brownian motion G-EXPECTATION Lévy process G-Lévy process G-Poisson process Lévy-Khintchine formula Lévy-Itôdecomposition 
Moment bounds for IID sequences under sublinear expectations被引量：6
《Science China Mathematics》2011年第10期2155-2160,共6页HU Feng1,2 1Department of Mathematics,Qufu Normal University,Qufu 273165,China 2School of Mathematics,Shandong University,Jinan 250100,China 
supported in part by National Basic Research Program of China (973 Program) (Grant No. 2007CB814901);the Natural Science Foundation of Shandong Province (Grant No. ZR2009AL015)
With the notion of independent identically distributed(IID) random variables under sublinear expectations introduced by Peng,we investigate moment bounds for IID sequences under sublinear expectations. We obtain a mom...
关键词：moment bound sublinear expectation IID random variables G-normal distribution central limit theorem 
The minimal sublinear expectations and their related properties被引量：5
《Science China Mathematics》2009年第4期785-793,共9页JIA GuangYan School of Mathematics, Shandong University, Jinan 250100, China 
supported by National Basic Research Program of China (973 Program) (Grant No.2007CB814901) (Financial Risk);National Natural Science Foundation of China (Grant No. 10671111)
In this paper, we prove that for a sublinear expectation ?[·] defined on L 2(Ω, $ \mathcal{F} $ ), the following statements are equivalent: ? is a minimal member of the set of all sublinear expectations defined on L...
关键词：G-EXPECTATION Jensen’s inequality linear expectation subadditive expectation sublinear expectation 60H10 
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