Complete moment convergence for ND random variables under the sub-linear expectations
From MaRDI portal
Publication:6079030
DOI10.1007/s11766-023-3759-zMaRDI QIDQ6079030
Ding Cheng Wang, Qunying Wu, Fengxiang Feng
Publication date: 25 October 2023
Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)
Cites Work
- Unnamed Item
- Unnamed Item
- Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
- Strong laws of large numbers for sub-linear expectations
- A strong law of large numbers for sub-linear expectation under a general moment condition
- A note on the complete convergence for sequences of pairwise NQD random variables
- Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm
- Complete moment convergence for sequence of identically distributed \(\varphi \)-mixing random variables
- A theoretical framework for the pricing of contingent claims in the presence of model uncertainty
- Moment inequalities and complete moment convergence
- Expected utility with purely subjective non-additive probabilities
- Almost-sure results for a class of dependent random variables
- Limit laws for non-additive probabilities and their frequentist interpretation
- Strong law of large numbers and Chover's law of the iterated logarithm under sub-linear expectations
- Complete moment convergence for i.i.d. random variables
- Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
- Complete convergence for arrays of rowwise negatively superadditive-dependent random variables and its applications
- The Strong Law of Large Numbers for Extended Negatively Dependent Random Variables
- Complete and complete moment convergence for weighted sums of ρ̃-mixing random variables
- Complete convergence and complete moment convergence for arrays of rowwise END random variables
- Convergence Rates in the Law of Large Numbers