Notes on Peng's independence in sublinear expectation theory

DOI10.1016/j.spl.2022.109719zbMath1499.60061OpenAlexW4306779108MaRDI QIDQ2105394

Shan Li, Xiaofan Guo, Xinpeng Li

Publication date: 8 December 2022

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2022.109719

zbMATH Keywords

independencelaw of large numbersconditional expectationsublinear expectationprobability kernel

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Probabilistic measure theory (60A10)

Cites Work

• On representation theorem of \(G\)-expectations and paths of \(G\)-Brownian motion
• Limit laws for non-additive probabilities and their frequentist interpretation
• A strong law of large numbers for capacities
• On the laws of large numbers for pseudo-independent random variables under sublinear expectation
• Law of large numbers and central limit theorem under nonlinear expectations
• Generalized Wasserstein distance and weak convergence of sublinear expectations
• Theory of capacities
• Convergence rate of Peng's law of large numbers under sublinear expectations
• Nonlinear Expectations and Stochastic Calculus under Uncertainty

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