Central limit theorem for capacities
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Publication:609382
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
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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