On the asymptotic approximation of inverse moment under sub-linear expectations
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Publication:2413992
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Cites work
- scientific article; zbMATH DE number 1066320 (Why is no real title available?)
- A note on asymptotic approximations of inverse moments of nonnegative random variables
- A theoretical framework for the pricing of contingent claims in the presence of model uncertainty
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- Approximations to inverse moments of double-indexed weighted sums
- Asymptotic approximation of inverse moments of nonnegative random variables
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- Donsker's invariance principle under the sub-linear expectation with an application to Chung's law of the iterated logarithm
- Expected utility with purely subjective non-additive probabilities
- Exponential inequalities and inverse moment for NOD sequence
- Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm
- Limit laws for non-additive probabilities and their frequentist interpretation
- 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
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- On asymptotic approximation of inverse moments for a class of nonnegative random variables
- On inverse moments for a class of nonnegative random variables
- On inverse moments of nonnegative random variables
- Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
- Stochastic finance. An introduction in discrete time
- \(G\)-expectation, \(G\)-Brownian motion and related stochastic calculus of Itô type
Cited in
(14)- Capacity inequalities and strong laws for \(m\)-widely acceptable random variables under sub-linear expectations
- On complete convergence for extended independent random variables under sub-linear expectations
- Approximations to inverse moments of double-indexed weighted sums
- Exponential inequalities under sub-linear expectations with applications to strong law of large numbers
- Precise asymptotics for complete integral convergence under sublinear expectations
- Another form of Chover's law of the iterated logarithm under sub-linear expectations
- General results on precise asymptotics under sub-linear expectations
- Strong limit theorems of weighted sums for extended negatively dependent random variables under sub-linear expectations
- Deviation moments of the substitution estimator and its piecewise smooth approximations
- Complete \(f\)-moment convergence for extended negatively dependent random variables under sub-linear expectations
- A complete convergence theorem for weighted sums under the sub-linear expectations
- Complete and complete integral convergence for weighted sums of arrays of rowwise widely negative dependent random variables under the sub-linear expectations
- Complete and Complete Integral Convergence for Arrays of Rowwise Extended Negatively Dependent Random Variables under Sublinear Expectations
- Complete and complete moment convergence for weighted sums of arrays of rowwise negatively dependent random variables under the sub-linear expectations
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