Weak laws of large numbers for sublinear expectation (Q2001546)

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Weak laws of large numbers for sublinear expectation
scientific article

    Statements

    title
    Weak laws of large numbers for sublinear expectation (English)
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    author
    Qingyang Liu
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    Gaofeng Zong
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    Zeng-Jing Chen
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    publication date
    3 July 2019
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    zbMATH Keywords
    sublinear expectation
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    law of large numbers
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    coherent risk measure
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    capacity
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    independence
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    Identifiers

    DOI
    10.3934/mcrf.2018027
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    Mathematics Subject Classification ID
    60B05
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    60A86
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    60F05
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    zbMATH DE Number
    7076360
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    OpenAlex ID
    W2891477601
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    Wikidata QID
    Q129107786
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