SUBMARTINGALE

作品数：3被引量：10H指数：1
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相关领域：理学更多>>
相关期刊：《Journal of Donghua University(English Edition)》《Acta Mathematicae Applicatae Sinica》《Chinese Annals of Mathematics,Series B》更多>>
相关基金：国家自然科学基金更多>>
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Some Inequalities and Limit Theorems Under Sublinear Expectations被引量：1
《Acta Mathematicae Applicatae Sinica》2017年第2期451-462,共12页Ze-Chun HU Yan-Zhi YANG 
Supported in part by the National Natural Science Foundation of China under Grant No.11371191;Jiangsu Province Basic Research Program(Natural Science Foundation)under Grant No.BK2012720
In this note, we study inequality and limit theory under sublinear expectations. We mainly prove Doob＇s inequality for submartingale and Kolmogrov＇s inequality. By Kolmogrov＇s inequality, we obtain a special versio...
关键词：sublinear expectation INEQUALITY the law of large numbers SUBMARTINGALE 
DOUBLE Φ-FUNCTION INEQUALITY FOR NONNEGATIVE SUBMARTINGALES被引量：9
《Chinese Annals of Mathematics,Series B》2000年第2期211-216,共6页MEI TAO(College of Mathematics and Computer Sciences, Wuhan University, Wuhan 430072, China.) LIU PEIDE(College of Mathematics and Computer Sciences, Wuhan University, Wuhan 430072, China.) 
National Natural Science Foundation of China
The authors establish a kind of inequalities for nonnegative submartingales which depend on two functions　ψ and ψ, and obtain the equivalent conditions for　Φ and ψ such that this kind of inequalities holds. In t...
关键词：Matingale Nonnegative submartingale Maximal  function Φ-function inequality 
Semi-order Fuzzy Supermartingales and Submartingales
《Journal of China Textile University(English Edition)》2000年第1期9-13,共5页冯玉瑚 
There are some mathematical models(see Example2.4)and analogous results in standard martingale theorywhich can not be described by the usual fuzzy martingaletheory because of the lack of corresponding semi-orderin the...
关键词：FUZZY number FUZZY random variable semi -order FUZZY SUPERMARTINGALE SUBMARTINGALE Doob’s stop-ping theorem. 
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