Central limit theorem for capacities

DOI10.1016/J.CRMA.2010.07.026zbMATH Open1203.60027OpenAlexW2050520469MaRDI QIDQ609382FDOQ609382

Authors: Feng Hu, Defei Zhang 

Publication date: 30 November 2010

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2010.07.026

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Cites Work

• Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
• \(G\)-expectation, \(G\)-Brownian motion and related stochastic calculus of Itô type
• Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation

Cited In (12)

• Central limit theorems for sub-linear expectation under the Lindeberg condition
• On complete convergence for extended independent random variables under sub-linear expectations
• Counterexamples to a central limit theorem and a weak law of large numbers for capacities
• A law of large numbers under the nonlinear expectation
• Central limit theorem for linear processes generated by IID random variables under the sub-linear expectation
• Multi-dimensional central limit theorems and laws of large numbers under sublinear expectations
• A Weighted Central Limit Theorem Under Sublinear Expectations
• Almost periodic solutions for stochastic differential equations driven by \(G\)-Brownian motion
• How big are the increments of \(G\)-Brownian motion?
• Large deviation principle for random variables under sublinear expectations on \(\mathbb{R}^d\)
• The modulus of continuity theorem for G-Brownian motion
• Asymptotic estimates for the solution of stochastic differential equations driven by G-Brownian motion

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