g-期望,g-expectation
1)g-expectationg-期望
1.The sufficient and necessary conditions of Jensen s inequality of bivariate function for g-expectation;基于g-期望的关于二元函数的Jensen不等式的充要条件
2.Some inequalities of g-expectation;基于g-期望的一些不等式
3.The uniqueness theorem of generators about g-expectation;关于g-期望的生成元唯一性定理
英文短句/例句

1.A Kolmogorov's inequality for g-expectationg-期望的一种Kolmogorov不等式
2.The Infinitesimal Generator under G-expectation, the g-supermartingale and g-superharmonic Function;g-期望的无穷小生成元,g-上鞅与g-上调和函数
3.The Study of Jensen s Inequality for G-Expectation;g-期望的Jensen不等式的研究
4.Central Moment and Original Moment Based on g-expectation;基于g-期望的高阶中心矩及原点矩
5.Some Properties of g-Expectation with Comonotonic Subadditivity共单调次可加性的g-期望的一些性质
6.The Related Properties between the Generator g of BSDEs and g-Expectations;倒向随机微分方程的生成元g与g-期望的相关性质
7.Additivity of g-Expectation for Affine-ralated Random Variables;g-期望关于仿射相关随机变量的可加性
8.Non-Lipschitz Backward Stochastic Differential Equations and g-Expectations;非Lipschitz条件的倒向随机微分方程和g-期望
9.The uniqueness theorem of generators about g-expectation under non-Lipschitz condition非Lipschitz条件下的g-期望的生成元唯一性定理
10.Backward Stochastic Differential Equations、g-Expectations and Related Semilinear PDEs;倒向随机微分方程、g-期望及其相关的半线性偏微分方程
11.Expected Value of Sampling Information for Linear Decision Problem on Two Actions Under the(Be-G) Model(Be-G)模型下二行动线性决策问题的抽样信息期望值
12.Numerical Methods for Backward Stochastic Differential Equations, Nonlinear Expectation and Their Application in Finance:g-Pricing Mechanism and Risk Measure;倒向随机微分方程数值方法与非线性期望在金融中的应用:g-定价机制及风险度量
13.πFrat(G) Subgroup of Periodic FC-group周期FC-群的_πFrat(G)子群
14.Improving Gerom/G/l Queue during Close - down and Set - up Periods;关闭期和启动期的Geom/G/1排队的改进
15.The Geom/G/1 Queue With Multiple Vacation And Server Set-Up Times;多重休假的带启动期Geom/G/1排队
16.The Improving of M/G/1 Queue with Close-down and Set-Up Times;关闭期和启动期的M/G/1排队模型的改进
17.The Geom~X/G/1 queue with single vacation and server set-up and close times单重休假的带启动期和关闭期的Geom~X/G/1排队
18.Geom~X/G/1 queue of multiple vacations with set-up and closed-down period多重休假的带启动期和关闭期的Geom~X/G/1排队
相关短句/例句

g expectationg期望
1.Jensen s inequality of bivariate function for g expectation;基于g期望的二元Jensen不等式
2.Minkowski inequality for g expectation;基于g期望的Minkowski不等式
3.It is proven that Jensen s inequality of bivariate convex function for g expectation holds if and only if g is a linear generator.证明了g期望关于二元凸函数的Jensen不等式成立当且仅当g是线性生成元,给出了g期望的Markov不等式成立的一个等价条件和一个充分条件。
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)generalized g-expectations一般g-期望
1.Convergence theorems for generalized g-expectations;一般g-期望的收敛定理
5)generalized g-expectation广义g-期望
1.This paper introduces a new class of risk measures ρg via generalized g-expectation and establishes a representation theorem for ρg when g=-rty-μ|z本文通过广义g-期望引入了一类风险度量ρg,并在:g=-rtg-μ|z|时给出了相干风险度量ρg的表示定理。
6)Jensen's inequality for g-expectation基于g-期望的Jensen不等式
延伸阅读

电能不足期望值  表示电力系统由于机组受迫停运而造成的对用户少供电能的期望值,这一指标能说明故障的严重程度,因为电力系统受限制的因素不仅仅是缺电力,更重要的是发电量的短缺。    计算EENS指标时,一般必须先制订发电机组的停运容量概率表和小时负荷曲线。对某一已知停运容量状态,则每小时不足电量等于不足电力乘以此状态的概率,即EENS=(X-R)×P(X)式中X为停运容量,R为系统备用容量,P(X)为停运容量为X的确切概率。    一年中EENS值可由下式计算:式中P(X)为第i时间段第j天第 k小时停运容量大于等于X的概率,Ci为第i时间段的系统装机容量,L为第i时间段第j天第K小时的负荷,m为一年中时间段,ni为第i时间段中的天数,K为一天中的第K小时。    电能不足期望值综合表达了停电次数、平均持续时间和平均停电功率。