Another form of Chover's law of the iterated logarithm under sub-linear expectations
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Cites work
- A Definition of Subjective Probability
- A Law of the Iterated Logarithm for Stable Summands
- A law of the iterated logarithm of partial sums for NA random variables
- 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
- Backward Stochastic Differential Equations in Finance
- Chover's law of the iterated logarithm and weak convergence
- Chover-type laws of the \(k\)-iterated logarithm for \(\tilde {\rho }\)-mixing sequences of random variables
- Expected utility with purely subjective non-additive probabilities
- Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm
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- scientific article; zbMATH DE number 943336 (Why is no real title available?)
- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
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- Law of the iterated logarithm for -mixing sequences
- Laws of the iterated logarithm for -mixing random variables with normal distribution
- Limit laws for non-additive probabilities and their frequentist interpretation
- Marcinkiewicz's strong law of large numbers for nonlinear expectations
- Minimax tests and the Neyman-Pearson lemma for capacities
- Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
- Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation
- On the asymptotic approximation of inverse moment under sub-linear expectations
- Reflected solutions of backward stochastic differential equations driven by \(G\)-Brownian motion
- Risk, ambiguity and the Savage axioms
- Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
- Some inequalities and limit theorems under sublinear expectations
- 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 expectations
- Subjective Probability and Expected Utility without Additivity
- Theory of games and economic behavior.
Cited in
(7)- Strong law of large numbers and Chover's law of the iterated logarithm under sub-linear expectations
- Complete convergence for END random variables under sublinear expectations
- Donsker's invariance principle under the sub-linear expectation with an application to Chung's law of the iterated logarithm
- Several different types of convergence for ND random variables under sublinear expectations
- On the laws of the iterated logarithm with mean-uncertainty under sublinear expectations
- Strong laws of large numbers for weighted sums of extended negatively dependent random variables under sub-linear expectations
- Complete convergence for weighted sums of m-widely acceptable random variables under sub-linear expectations
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