Generalized Wasserstein distance and weak convergence of sublinear expectations (Q2360641): Difference between revisions
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Property / author: Yi-Qing Lin / rank | |||
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Property / cites work: Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths / rank | |||
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Property / cites work: On general minimax theorems / rank | |||
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Latest revision as of 02:36, 14 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Generalized Wasserstein distance and weak convergence of sublinear expectations |
scientific article |
Statements
Generalized Wasserstein distance and weak convergence of sublinear expectations (English)
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4 July 2017
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sublinear expectations
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weak convergence
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Kantorovich-Rubinstein duality formula
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Wasserstein distance
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