Generalized Wasserstein distance and weak convergence of sublinear expectations
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Publication:2360641
DOI10.1007/s10959-015-0651-7zbMath1414.60002arXiv1505.04954MaRDI QIDQ2360641
Publication date: 4 July 2017
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1505.04954
weak convergence; Wasserstein distance; sublinear expectations; Kantorovich-Rubinstein duality formula