A Property of g-probabilities

作者:Guo, Dong-mei*; Chen, Zeng-jing
来源:Acta Mathematicae Applicatae Sinica-English Series, 2010, 26(4): 567-574.
DOI:10.1007/s10255-010-0021-2

摘要

Most work on capacities has focused on the 2-alternating and sub 2-alternating. In this paper we consider the capacities g-probabilities derived from peng's g-expectations. When g satisfies some conditions, we show that the g-probabilities fail to be 2-alternating but are sub 2-alternating.

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