Note on strong law of large number under sub-linear expectation
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Cites work
- G-expectation, G-Brownian motion and related stochastic calculus of Itô type
- A general central limit theorem under sublinear expectations
- A note on Chung's strong law of large numbers
- 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
- A theoretical framework for the pricing of contingent claims in the presence of model uncertainty
- Expected utility with purely subjective non-additive probabilities
- Limit laws for non-additive probabilities and their frequentist interpretation
- Marcinkiewicz's strong law of large numbers for nonlinear expectations
- Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs
- Note on Some Strong Laws of Large Numbers
- On the Order of Growth and Sums of Dependent Variables
- On the Strong Law of Large Numbers
- Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
- Strong law of large numbers and Chover's law of the iterated logarithm under sub-linear expectations
- Strong laws of large numbers for sub-linear expectation without independence
- Strong laws of large numbers for sub-linear expectations
- Strong laws of large numbers for sublinear expectation under controlled 1st moment condition
- Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
- Three series theorem for independent random variables under sub-linear expectations with applications
Cited in
(9)- Strong law of large numbers and Chover's law of the iterated logarithm under sub-linear expectations
- Strong limit theorems for arrays of rowwise independent random variables under sublinear expectation
- General laws of large numbers under sublinear expectations
- Strong laws of large numbers for sub-linear expectations
- A strong law of large numbers for sub-linear expectation under a general moment condition
- Strong law of large numbers under moment restrictions in sublinear expectation spaces
- Weak and strong laws of large numbers for sub-linear expectation
- Strong laws of large numbers for sub-linear expectation without independence
- scientific article; zbMATH DE number 7071823 (Why is no real title available?)
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