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  1. Acta Mathematica Sinica, English Series
  2. Acta Mathematica Sinica, English Series : Volume 26
  3. Acta Mathematica Sinica, English Series : Volume 26, Issue 7, July 2010
  4. G-variance
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Acta Mathematica Sinica, English Series : Volume 32
Acta Mathematica Sinica, English Series : Volume 31
Acta Mathematica Sinica, English Series : Volume 30
Acta Mathematica Sinica, English Series : Volume 29
Acta Mathematica Sinica, English Series : Volume 28
Acta Mathematica Sinica, English Series : Volume 27
Acta Mathematica Sinica, English Series : Volume 26
Acta Mathematica Sinica, English Series : Volume 26, Issue 12, December 2010
Acta Mathematica Sinica, English Series : Volume 26, Issue 11, November 2010
Acta Mathematica Sinica, English Series : Volume 26, Issue 10, October 2010
Acta Mathematica Sinica, English Series : Volume 26, Issue 9, September 2010
Acta Mathematica Sinica, English Series : Volume 26, Issue 8, August 2010
Acta Mathematica Sinica, English Series : Volume 26, Issue 7, July 2010
On uniform decay for transmission problem of Kirchhoff type viscoelastic wave equation
On some new paranormed euler sequence spaces and Euler Core
Well-posedness of equations with fractional derivative
Full friendly index sets of Cartesian products of two cycles
CBMO estimates for multilinear Hardy operators
Solution and stability of a cubic functional equation
A note on the existence of positive solutions for a fourth-order semilinear elliptic system
Bubble tree convergence for the harmonic sequence of harmonic surfaces in ℂℙn
Continuity in weak topology: First order linear systems of ODE
Evolution equation of the Gauss curvature under hypersurface flows and its applications
Probabilistic constructions of B 2[g] sequences
Edge-pancyclicity and Hamiltonian connectivity of twisted cubes
Quantum spaces
A construction of maximal linearly independent array
G-variance
Existence of sign-changing solutions for the p-Laplacian equation from linking type theorem
Hausdorff dimension and measure of a class of subsets of the general Sierpinski carpets
Contact processes on scale-free networks
A note on a quadratic rational map with two Siegel disks
Acta Mathematica Sinica, English Series : Volume 26, Issue 6, June 2010
Acta Mathematica Sinica, English Series : Volume 26, Issue 5, May 2010
Acta Mathematica Sinica, English Series : Volume 26, Issue 4, April 2010
Acta Mathematica Sinica, English Series : Volume 26, Issue 3, March 2010
Acta Mathematica Sinica, English Series : Volume 26, Issue 2, February 2010
Acta Mathematica Sinica, English Series : Volume 26, Issue 1, January 2010
Acta Mathematica Sinica, English Series : Volume 25
Acta Mathematica Sinica, English Series : Volume 24
Acta Mathematica Sinica, English Series : Volume 23
Acta Mathematica Sinica, English Series : Volume 22
Acta Mathematica Sinica, English Series : Volume 21
Acta Mathematica Sinica, English Series : Volume 20
Acta Mathematica Sinica, English Series : Volume 19
Acta Mathematica Sinica, English Series : Volume 18
Acta Mathematica Sinica, English Series : Volume 17
Acta Mathematica Sinica, English Series : Volume 16
Acta Mathematica Sinica, English Series : Volume 15
Acta Mathematica Sinica, English Series : Volume 14
Acta Mathematica Sinica, English Series : Volume 13

G-variance

Content Provider SpringerLink
Author Hao, Tao
Copyright Year 2010
Abstract In this paper, we introduce the notion of g-variance and study some properties of this operator. We find the nonlinear variance operator, g-variance, does not preserve some basic properties of traditional mathematic variance. We also consider the relationship and VarQ[ξ] ( and VarQ[ξ]). The result shows that the maximum (minimum) variance is not always equal to ). If g satisfies some restrictive conditions, we get the uniqueness theorem and the comparison theorem via g-variance.
Ending Page 1354
Page Count 10
Starting Page 1345
File Format PDF
ISSN 14398516
e-ISSN 14397617
Journal Acta Mathematica Sinica, English Series
Issue Number 7
Volume Number 26
Language English
Publisher Institute of Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
Publisher Date 2010-06-15
Publisher Place Heidelberg
Access Restriction One Nation One Subscription (ONOS)
Subject Keyword g-Expectation g-Variance Stochastic ordinary differential equations Mathematics conditional g-expectation backward stochastic differential equation
Content Type Text
Resource Type Article
Subject Applied Mathematics
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