A Weighted Central Limit Theorem Under Sublinear Expectations (Q2815385): Difference between revisions

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+Zeng-Jing Chen
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+MaRDI publication profile
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+W2046315308
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+.0727
@@ Property / arXiv ID: 1105.0727 / rank @@
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@@ Property / cites work @@
+Optimal stopping for non-linear expectations. I
@@ Property / cites work: Optimal stopping for non-linear expectations. I / rank @@
+Normal rank
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+Optimal stopping for non-linear expectations. II
@@ Property / cites work: Optimal stopping for non-linear expectations. II / rank @@
+Normal rank
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+Limiting behavior of weighted sums of independent random variables
+Normal rank
@@ Property / cites work @@
+Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
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+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 @@
+The minimal sublinear expectations and their related properties
+Normal rank
@@ Property / cites work @@
+A general central limit theorem under sublinear expectations
+Normal rank
@@ Property / cites work @@
+Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
+Normal rank
@@ Property / cites work @@
+Martingale representation theorem for the \(G\)-expectation
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+Properties of hitting times for \(G\)-martingales and their applications
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+Martingale characterization of \(G\)-Brownian motion
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