Acta mathematica scientia,Series A ›› 2011, Vol. 31 ›› Issue (3): 762-768.

• Articles • Previous Articles     Next Articles

Laws of Large Numbers for g-probabilities

 LI Wen-Juan   

  1. School of Mathematical Sciences, Ocean University of China, Shandong Qingdao 266100
  • Received:2009-05-27 Revised:2010-07-15 Online:2011-06-25 Published:2011-06-25

Abstract:

The purpose of this article is to establish laws of large numbers  for g-probabilities, which are defined via Peng's g-expectations. By
studying  the relationship of g-probabilities and  probability measures in a given set P, it is showed that  laws of large numbers in a broad sense for g-probabilities can be established via the corresponding laws for the  probability measures in the set P.

Key words: Backward stochastic differential equation, g-probability, Laws of large numbers

CLC Number: 

  • 60H10
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