Theory, methods and meaning of nonlinear expectation theory
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Publication:5063767
DOI10.1360/N012016-00209zbMath1499.60008OpenAlexW2740281123MaRDI QIDQ5063767
Publication date: 21 March 2022
Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1360/n012016-00209
central limit theoremnonlinear expectationnonlinear Brownian motionnonlinear large numbers theoremnonlinear martingale theorynonlinear Monte-Carlo methodnonlinear normal distribution
Central limit and other weak theorems (60F05) Monte Carlo methods (65C05) Probability distributions: general theory (60E05) Brownian motion (60J65) Stochastic integrals (60H05) Axioms; other general questions in probability (60A05)
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