Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
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Publication:1042988
DOI10.1007/s11425-009-0121-8zbMath1184.60009OpenAlexW2111134187MaRDI QIDQ1042988
Publication date: 7 December 2009
Published in: Science in China. Series A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-009-0121-8
Gaussian processes (60G15) Probability distributions: general theory (60E05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Brownian motion (60J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) (L^p)-limit theorems (60F25)
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