How big are the increments of G-Brownian motion?
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Publication:477151
DOI10.1007/S11425-014-4816-0zbMATH Open1301.60068OpenAlexW2018860013MaRDI QIDQ477151FDOQ477151
Defei Zhang, Zengjing Chen, Feng Hu
Publication date: 2 December 2014
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11425-014-4816-0
capacity\(G\)-Brownian motionsublinear expectationlaw of iterated logarithm\(G\)-normal distributionincrements of \(G\)-Brownian motion
Generalizations of martingales (60G48) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Cites Work
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Cited In (19)
- Asymptotic moment estimation for stochastic Lotka–Volterra model driven by G-Brownian motion
- Convergence for sums of i.i.d. random variables under sublinear expectations
- Sample path large deviations for independent random variables under sub-linear expectations
- Stability analysis of stochastic pantograph multi-group models with dispersal driven by \(G\)-Brownian motion
- Disturbance observer based control for dynamically positioned ships with ocean environmental disturbances and actuator saturation
- Quasi-sure exponential stability and stabilisation of stochastic delay differential equations under G-expectation framework
- Exponential stability of SDEs driven by \(G\)-Brownian motion with delayed impulsive effects: average impulsive interval approach
- Complete \(q\)th moment convergence of moving average processes for \(m\)-widely acceptable random variables under sub-linear expectations
- \(G\)-SIRS model with logistic growth and nonlinear incidence
- Anti-disturbance control for dynamic positioning system of ships with disturbances
- Convergence of linear processes generated by negatively dependent random variables under sub-linear expectations
- Stability of square-mean almost automorphic mild solutions to impulsive stochastic differential equations driven by G-Brownian motion
- Invariance principles for the law of the iterated logarithm under \(G\)-framework
- How small are the increments of \(G\)-Brownian motion
- A deviation inequality for increment of a \(G\)-Brownian motion under \(G\)-expectation and applications
- Equivalent conditions of complete \(p\)th moment convergence for weighted sums of i. i. d. random variables under sublinear expectations
- Sobolev-type stochastic differential equations driven by G-Brownian motion
- Note on precise rates in the law of iterated logarithm for the moment convergence of i.i.d.: random variables under sublinear expectations
- Improved Results on Stabilization of $G$-SDEs by Feedback Control Based on Discrete-Time Observations
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