2) conditional expectation
条件期望
1.
Some results about the convergence almost everywhere of conditional expectations;
关于条件期望的几乎处处收敛性
2.
Discussion of definitions and properties about conditional expectation;
给定随机变量下条件期望定义与性质的探讨
3.
Research on forecasting model of port throughput based on conditional expectation;
基于条件期望的港口货物吞吐量预测模型的建立与分析
3) conditional g-expectation
条件g-期望
1.
An important property is presented which reflects the connecton between g-expectation and conditional g-expectation.
把有限区间上的g-期望的关于生成元的唯一性定理推广到无穷区间上,同时得到了一个反映g-期望与条件g-期望关系的重要性质。
2.
Levi lemma,Fatoux lemma,Lebesgue control convergence theorem and Jensen inequality of a kind of nonlinear conditional mathematical expectation(conditional g-expectation) are discussed.
讨论了一类非线性条件数学期望(条件g-期望)的Levi引理、Fatoux引理、Lebesgue控制收敛定理和Jensen不等式,所得结果是条件数学期望相应理论的推广。
3.
Except linearity, g-expectation and conditional g-expectation contain plenty of property of classical expectation and conditional expectation.
Peng利用倒向随机微分方程(BSDE)引入了平方可积变量的非线性数学期望——g-期望[4]，除线性性质外，g-期望和条件g-期望保持了许多经典数学期望和条件数学期望的性质。
4) conditional F-expectation
条件F-期望
1.
We prove that under some assumptions,the subadditivity of F-expectation implies the subadditivity of conditional F-expectation and the subadditivity of F-evaluation implies the subadditivity of Ft-consistent nonlinear evaluation.
证明了在适当的条件下F-期望的次可加性蕴涵条件F-期望的次可加性,F-估价的次可加性蕴涵Ft-相容非线性估价的次可加性。
5) F conditional expections
F条件期望
6) conditional ε-expectation
条件ε-期望
补充资料：期望
①对未来情况寄托希望或有所等待：期望能有成功的一天。②又称“数学期望”、“均值”。概率论的基本概念。指随机变量ξ取值的加权平均数，其权数就是相应的概率或概率密度，常以eξ表示。期望由它的概率分布唯一确定，它反映了随机变量取值的平均，是随机变量最重要的数学特性。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条