1) comonotonic subadditivity
共单调次可加性
1.
It studies some propertied of the g-expectation with comonotonic subadditivity and the properties the generator g should have.
研究了具有共单调次可加性的g-期望的一些性质及生成元g应该具有的基本特征。
2) comonotonic additive
共单调可加性
1.
In particular, if g-expectation is comonotonic additive, then the generaror g is positive homogeneous and Jensen s inequality for g-expectation holds for increasing convex functions.
研究了具有共单调可加性的g 期望的一些性质,特别地,证明了如果g -期望具有共单调可加性,那么生成元g必然是正齐次的,且基于g -期望的Jensen不等式关于单调增加的凸函数成立。
3) Additive for Comonotonic Risks
共单调可加
4) subadditivity
[,sʌb,ædi'tiviti]
次可加性
1.
The Subadditivity of Risk Measure of VaR;
VaR风险度量的次可加性
2.
(3)subjective probabilities are complementary in binary case and subadditivity in general case.
主观概率在二元判断中表现出二元互补性,在多元判断中表现出次可加性;4。
3.
We prove that under some assumptions,the subadditivity of F-expectation implies the subadditivity of conditional F-expectation and the subadditivity of F-evaluation implies the subadditivity of Ft-consistent nonlinear evaluation.
证明了在适当的条件下F-期望的次可加性蕴涵条件F-期望的次可加性,F-估价的次可加性蕴涵Ft-相容非线性估价的次可加性。
5) inverse-additivity
反次可加性
1.
When the generator g satisfies the super-homogeneity and inverse-additivity in BSDE,then,the Jensen s Inequality of g-expectation for the multivariate function holds.
当生成元g满足超齐次性和反次可加性时,g-期望关于二元函数的Jensen不等式成立,推广得到g-期望关于多元函数的Jensen不等式成立的充分条件,并得到了g-期望关于多元函数的Jensen不等式成立的充要条件。
补充资料：连续性与非连续性(见间断性与不间断性)
连续性与非连续性(见间断性与不间断性)
continuity and discontinuity
11an父ux泊g四f“山。麻以角g、.连续性与非连续性(c。nt，n琳t:nuity一)_见间断性与不间断性。and diseo红ti-
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参考词条