引入加权g期望的概念,研究其性质,并建立基于加权g期望的一些不等式以及大数定律,推广了林乾及杨丛等的结果.
In this paper, the notion of weighted g-expectation is introduced and some properties of weighted g-expec- tation are studied. Some inequalities and law of large numbers for weighted g-expectation are established, which generalize the results of Lin and Yang et al on g-expectation.