翻訳と辞書 Words near each other ・ G-Cloud ・ G-cluster Global Corporation ・ G-code ・ G-code (disambiguation) ・ G-Collections ・ G-CSF factor stem-loop destabilising element ・ G-Darius ・ G-Day ・ G-Day (disambiguation) ・ G-DOC ・ G-domain ・ G-Dragon ・ G-Dragon discography ・ G-Eazy ・ G-Enka ・ G-expectation ・ G-factor (physics) ・ G-Fest ・ G-flat ・ G-flat major ・ G-force ・ G-Force (album) ・ G-Force (film) ・ G-Force (video game) ・ G-Force GF09 ・ G-Force Technologies ・ G-function ・ G-funk ・ G-Funk Classics, Vol. 1 & 2 ・ G-Funk Entertainment Dictionary Lists mini英和辞書 mini和英辞書 Webster 1913 Latin-English FOLDOC Wikipedia English ウィキペディア

翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク G-expectation ： ウィキペディア英語版 G-expectation In probability theory, the g-expectation is a nonlinear expectation based on a backwards stochastic differential equation (BSDE) originally developed by Shige Peng. == Definition == Given a probability space $(\backslash Omega,\backslash mathcal,\backslash mathbb)$ with $(W\_t)\_$ is a (''d''-dimensional) Wiener process (on that space). Given the filtration generated by $(W\_t)$, i.e. $\backslash mathcal\_t\; =\; \backslash sigma(W\_s:\; s\; \backslash in\; ())$, let $X$ be $\backslash mathcal\_T$ measurable. Consider the BSDE given by: : Then the g-expectation for $X$ is given by $\backslash mathbb^g()\; :=\; Y\_0$. Note that if $X$ is an ''m''-dimensional vector, then $Y\_t$ (for each time $t$) is an ''m''-dimensional vector and $Z\_t$ is an $m\; \backslash times\; d$ matrix. In fact the conditional expectation is given by $\backslash mathbb^g(\backslash mid\; \backslash mathcal\_t)\; :=\; Y\_t$ and much like the formal definition for conditional expectation it follows that $\backslash mathbb^g$ for any $A\; \backslash in\; \backslash mathcal\_t$ (and the $1$ function is the indicator function).〔 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「G-expectation」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.