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关于\,$\vecg$\,-期望的几个不等式

Keywords: 倒向随机微分方程,$g$\,-期望,Markov不等式,Chebyshev不等式,Cantelli不等式

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Abstract:

运用倒向随机微分方程与\,$g$\,-期望的相关性质,证明了关于\,$g$\,-期望的\,Markov\,不等式、Chebyshev\,不等式和\,Cantelli\,不等式.

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