Limit theorems for delayed sums under sublinear expectation
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Cites work
- G-expectation, G-Brownian motion and related stochastic calculus of Itô type
- A strong law of large numbers for non-additive probabilities
- A strong law of large numbers for sub-linear expectation under a general moment condition
- Ambiguity, Risk, and Asset Returns in Continuous Time
- Convergence rate of Peng's law of large numbers under sublinear expectations
- scientific article; zbMATH DE number 3464569 (Why is no real title available?)
- scientific article; zbMATH DE number 1881986 (Why is no real title available?)
- Law of large numbers and central limit theorem under nonlinear expectations
- Limit theorems for delayed sums
- Minimax tests and the Neyman-Pearson lemma for capacities
- Nonlinear expectations and stochastic calculus under uncertainty. With robust CLT and G-Brownian motion
- On some conditions for strong law of large numbers for weighted sums of END random variables under sublinear expectations
- On the laws of large numbers for pseudo-independent random variables under sublinear expectation
- On the laws of the iterated logarithm under sub-linear expectations
- Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
- Self-normalized moderate deviation and laws of the iterated logarithm under \(G\)-expectation
- Some generalized limit theorems concerning delayed sums of random sequences
- Strong laws of large numbers for sub-linear expectations
- Strong laws of large numbers for sublinear expectation under controlled 1st moment condition
- Three series theorem for independent random variables under sub-linear expectations with applications
- Weak and strong laws of large numbers for sub-linear expectation
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