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G- expectation, G- normal distribution and related problems
YANG Zhi * #
School of Sciences, China University of Mining and technology, Xuzhou
*Correspondence author
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Funding: none
Opened online: 1 February 2011
Accepted by: none
Citation: YANG Zhi.G- expectation, G- normal distribution and related problems[OL]. [ 1 February 2011] http://en.paper.edu.cn/en_releasepaper/content/4407959
 
 
In this paper we study the academician Peng Shige's papers of the nonlinear expectation since 2005. Under this foundation we interpret some theories and resolve several problems of the theory of G-expectation, our results mainly are given in the form of proposition and theorem in this paper. It is worth mentioning that we get the Theorem 2.2.5 which given an interesting connection between the distribution function defined on the sublinear expectation spaces and the distribution function defined on the classical probability theory space.
Keywords:G-expectation; G-normal distribution; sublinear expectation space; viscosity solution; classical probability theory space
 
 
 

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