1) the conditional expectation of the payoffs
条件期望收益值
2) expected income value
收益期望值
3) set-valued conditional expectation
集值条件期望
1.
Then show Fatou s lemma in the sense of strong lower-limit,weak upper-limit,and convergence theorem in the sense of K-M for set-valued conditional expectation with monotone decrease sequence of σ-fields.
集值条件期望的收敛性问题 ,在集值鞅论中有重要地位 。
2.
By means of set-valued random variables with unbounded closed subset vatues in a separable Banach space, this paper proves various lemmas of Fatou s type for the s-limint of the set-valued conditional expectation, the set of integrable selectors and so on.
本文证明了取值为可分Banach空间中无界闭子集的集值随机变量关于集值条件期望,可积选择集等各种类型S-liminf极限的Fatou型引理。
4) interval valaed conditional expections
区间值条件期望
5) set valued conditional expectation
集值条件期望
1.
Examined the measurability of the limit of a sequence of random sets,proved Fatou s lemma in the sense of weak convergence for set valued conditional expectations and integrable selections.
讨论了随机集列弱上极限、弱下极限的可测性 ,证明了集值条件期望与可积选择空间在弱收敛意义下的 Fatou引
6) Multivalued conditional expectation
集值条件期望
1.
In this paper , we study the commutability about the multivalued conditional expectations and theessential superiority of measurable multifunctions.
本文首先讨论集值随机变量族本性上确界和集值条件期望运算的交换性；其次给出集值条件期望族本性上确界的鞅性质。
补充资料：证券的期望收益率
证券的期望收益率——
证券的期望收益率是该证券收益率在未来可能取值的加权平均，其中权数是相应的可能性（概率），记作E(r)。
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