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    • 郭冬梅,陈增敬,綦路.g-期望的分布不变性[J].数学年刊A辑,2009,30(4):545~550
    g-期望的分布不变性
    Law Invariance of g-Expectations
      
    DOI：
    中文关键词:  倒向随机微分方程  分布不变性  g-期望
    英文关键词:Backward stochastic differential equations, Law invariance, g-expectation
    基金项目:国家973计划(No.2007CB814901)资助的项目
    Author NameAffiliationE-mail
    GUO Dongmei School of Economics, Central University of Finance and Economics, Beijing 100081, China. nuffer@mail.sdu.edu.cn 
    CHEN Zengjing School of Mathematics, Shandong University, Jinan 250100, China. zjchen@sdu.edu.cn 
    QI Lu School of Sciences, Shandong Jianzhu University, Jinan 250101, China. qilusdu@yahoo.com.cn 
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    中文摘要:
          当g-期望具有分布不变性时,给出了g所满足的充要条件.并证明了当且仅当g为零时,g-期望其有分布不变性.
    英文摘要:
          This paper gives a necessary and sufficient condition for g under which the g-expectation is law invariant. This result indicates that g-expectation is no longer of law invariance if g is not zero.
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