Convergence to a self-normalized G-Brownian motion (Q2296092)
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scientific article; zbMATH DE number 7168357
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Convergence to a self-normalized G-Brownian motion |
scientific article; zbMATH DE number 7168357 |
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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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0.7626331448554993
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0.7621468305587769
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0.7560502886772156
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0.7510063648223877
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