A law of large numbers under the nonlinear expectation (Q277070): Difference between revisions

@@ Property / author @@
-Zeng-Jing Chen
@@ Property / author: Zeng-Jing Chen / rank @@
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@@ Property / author @@
-Zeng-Jing Chen
@@ Property / author: Zeng-Jing Chen / rank @@
-Normal rank
@@ Property / author @@
+Zeng-Jing Chen
@@ Property / author: Zeng-Jing Chen / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10255-015-0514-0
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@@ Property / OpenAlex ID @@
+W2396667433
@@ Property / OpenAlex ID: W2396667433 / rank @@
+Normal rank
@@ Property / cites work @@
+A strong law of large numbers for non-additive probabilities
+Normal rank
@@ Property / cites work @@
+Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
+Normal rank
@@ Property / cites work @@
+Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion
+Normal rank
@@ Property / cites work @@
+Large deviations for stochastic differential equations driven by \(G\)-Brownian motion
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@@ Property / cites work @@
+Central limit theorem for capacities
@@ Property / cites work: Central limit theorem for capacities / rank @@
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations driven by \(G\)-Brownian motion
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@@ Property / cites work @@
+Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion
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@@ Property / cites work @@
+A general central limit theorem under sublinear expectations
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@@ Property / cites work @@
+Stopping times and related Itô's calculus with \(G\)-Brownian motion
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+Local time and Tanaka formula for the \(G\)-Brownian motion
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@@ Property / cites work @@
+A strong law of large numbers for capacities
@@ Property / cites work: A strong law of large numbers for capacities / rank @@
+Normal rank
@@ Property / cites work @@
+Limit laws for non-additive probabilities and their frequentist interpretation
+Normal rank
@@ Property / cites work @@
+Q5436616
@@ Property / cites work: Q5436616 / rank @@
+Normal rank
@@ Property / cites work @@
+Uniqueness of the representation for \(G\)-martingales with finite variation
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@@ Property / cites work @@
+Martingale characterization of \(G\)-Brownian motion
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@@ Property / cites work @@
+Law of large numbers under the nonlinear expectation
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@@ Property / cites work @@
+Extension and Application of Itô's Formula Under<i>G</i>-Framework
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@@ Property / cites work @@
+Exponential stability for stochastic differential equation driven by G-Brownian motion
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