则该期望被Choquet期望所控制
条件F-期望
Choquet期望
条件F-期望也满足共单调次可加性
研究了当共单调次可加F-期望期望满足一定条件时
） Abstract： In this paper, we give the definition of F-expectation with comonotonic subadditivity and show it is dominated by Choquet expectation if F-expectation with comonotonic subadditivity is positively homogeneous for all indicator functions
We discuss the Jensen\ns inequality for the F-expectation with comonotonic subadditivity
We find when F-expectation with comonotonic subadditivity meets some conditions,the conditional F-expectation satisfies the property of comonotonic subadditivity
Keywords： Comonotonic Subadditivity;F-expectation;Conditional F-expectation;Choquet expectation;Jensen’s inequality 下载PDF阅读器 PDF全文下载： 初稿 （ 135 ） 作者简介： 通信联系人： 【收录情况】 中国科技论文在线： 孙倩怡
共单调次可加F-期望及相关性质[EB/OL]
北京：中国科技论文在线
） 摘要： 本文给出了共单调次可加F-期望的概念并证明如果其关于示性函数是正齐次的
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