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Law of large numbers under the nonlinear expectation.
- Source :
-
Proceedings of the American Mathematical Society . Oct2011, Vol. 139 Issue 10, p3753-3762. 10p. - Publication Year :
- 2011
-
Abstract
- In this paper, we propose a class of nonlinear expectations induced by backward stochastic differential equations and reflected backward stochastic differential equations and prove the law of large numbers under the nonlinear expectation. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00029939
- Volume :
- 139
- Issue :
- 10
- Database :
- Academic Search Index
- Journal :
- Proceedings of the American Mathematical Society
- Publication Type :
- Academic Journal
- Accession number :
- 61991723
- Full Text :
- https://doi.org/10.1090/S0002-9939-2011-10814-1