$g$-期望框架下非可加测度的Fubini定理
Fubini theorem for non-additive measures in the framework of $g$-expectation
由Ghirardato (1997)的文章可知,关于非可加测度的Fubini定理在乘积集代数的框架下只对于片共单调函数成立。后来,受到Ghirardato (1997)的文章启发,Chateauneuf and Lefort (2008)得到了在乘积$sigma$代数的框架下的一些关于非可加测度的Fubini定理。本文研究了$g$-期望框架下非可加测度的Fubini定理。我们给出了一些不同与Ghirardato (1997)和Chateauneuf and Lefort (2008)文章的假定条件使得在$g$- 期望框架下非可加测度的Fubini 定理成立。
Since the seminal paper of Ghirardato (1997),it is known that Fubini theorem for non-additive measures can be available only for functions as ''slice-comonotonic''in the the framework of product algebra. Later, inspired by Ghirardato (1997), Chateauneuf and Lefort (2008) obtained some Fubini theorems for non-additive measures in the framework of product $sigma$-algebra. In this paper, we study Fubini theoremfor non-additive measures in the framework of $g$-expectation. We give some different assumptions that provide Fubini theoremin the framework of $g$-expectation.
宗昭军、吴和林、胡锋
数学
Fubini定理非可加测度$g$-期望倒向随机微分方程
Fubini theoremnon-additive measure$g$-expectationbackward stochastic differential equation
宗昭军,吴和林,胡锋.$g$-期望框架下非可加测度的Fubini定理[EB/OL].(2016-05-13)[2025-08-24].http://www.paper.edu.cn/releasepaper/content/201605-296.点此复制
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