Weak and strong limit theorems for stochastic processes under nonadditive probability (Q1724659)

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scientific article; zbMATH DE number 7022816
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    Weak and strong limit theorems for stochastic processes under nonadditive probability
    scientific article; zbMATH DE number 7022816

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      Weak and strong limit theorems for stochastic processes under nonadditive probability (English)
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      14 February 2019
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      Summary: This paper extends laws of large numbers under upper probability to sequences of stochastic processes generated by linear interpolation. This extension characterizes the relation between sequences of stochastic processes and subsets of continuous function space in the framework of upper probability. Limit results for sequences of functional random variables and some useful inequalities are also obtained as applications.
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