A general central limit theorem under sublinear expectations (Q625805): Difference between revisions

In this paper one extends the Peng's central limit theorem by using the theory of sublinear expectations developed by \textit{S. G. Peng} [``\(G\)-expectation, \(G\)-Brownian motion and related stochastic calculus of Itô type'', in: F. E. Benth (ed.) et al., Stochastic analysis and applications. Proceedings of the second Abel symposium, 2005. New York: Springer (2007; Zbl 1131.60057); ``Law of large numbers and central limit theorem under nonlinear expectations'', Preprint (2007; \url{arXiv:math.pr/0702358}); ``\(G\)-Brownian motion and dynamic risk measure under volatility uncertainty'', Preprint (2007; \url{arXiv:0711.2834}); ``A new central limit theorem under sublinear expectations'', Preprint (2008; \url{arXiv:0803.2656}); Stochastic Processes Appl. 118, No. 12, 2223--2253 (2008; Zbl 1158.60023); Sci. China, Ser. A 52, No. 7, 1391--1411 (2009; Zbl 1184.60009)].