Convergence to a self-normalized G-Brownian motion (Q2296092)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence to a self-normalized G-Brownian motion |
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Convergence to a self-normalized G-Brownian motion (English)
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17 February 2020
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sub-linear expectation
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G-Brownian motion
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central limit theorem
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invariance principle
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self-normalization
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