Limit theorems under nonlinear expectations dominated by sublinear expectations
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Cites work
- A central limit theorem for sets of probability measures
- A monotone scheme for \(\mathrm{G}\)-equations with application to the explicit convergence rate of robust central limit theorem
- A robust \(\alpha \)-stable central limit theorem under sublinear expectation without integrability condition
- A universal robust limit theorem for nonlinear Lévy processes under sublinear expectation
- An \(\alpha\)-stable limit theorem under sublinear expectation
- Central limit theorem with rate of convergence under sublinear expectations
- Convergence rates for Chernoff-type approximations of convex monotone semigroups
- Convex measures of risk and trading constraints
- Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm
- Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
- Law of large numbers and central limit theorem under nonlinear expectations
- Limit theorems with rate of convergence under sublinear expectations
- Maximum principle for stochastic optimal control problem under convex expectation
- Nonlinear expectations and stochastic calculus under uncertainty. With robust CLT and G-Brownian motion
- Nonlinear semigroups and limit theorems for convex expectations
- Normal approximation by Stein's method under sublinear expectations
- On Shige Peng's central limit theorem
- Strong laws of large numbers for sub-linear expectations
- The functional central limit theorem with mean uncertainty under the sublinear expectation
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