Generalized Wasserstein distance and weak convergence of sublinear expectations

Abstract: In this paper, we define the generalized Wasserstein distance for sets of Borel probability measures and demonstrate that the weak convergence of sublinear expectations can be characterized by means of this distance.

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scientific article; zbMATH DE number 1909499 (Why is no real title available?)
Financial markets with volatility uncertainty
Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
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Optimal Transport
Robust Statistics

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