在倒向随机微分方程生成元满足基本假设的前提下,证明了一个关于凸g-期望和凹g-期望的Sandwich定理。进一步地,得到了一类凸g-期望全体的极小元的存在性,并给出了其极小元性质的等价刻画。
Under the basic assumptions on generators,a sandwich theorem for convex g- expectations and concave g-expectations is proven. Furthermore,for some subsets of all convex g-expectations,the existence of their minimal members are proven and the properties of those minimal members are characterized.