Moment bounds for IID sequences under sublinear expectations
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Publication:659985
DOI10.1007/S11425-011-4272-ZzbMath1384.60084arXiv1104.5295OpenAlexW2152088337MaRDI QIDQ659985
Publication date: 24 January 2012
Published in: Science China. Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1104.5295
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48)
Related Items (5)
Central limit theorems for sub-linear expectation under the Lindeberg condition ⋮ How big are the increments of \(G\)-Brownian motion? ⋮ Central limit theorem for linear processes generated by IID random variables under the sub-linear expectation ⋮ The modulus of continuity theorem for G-Brownian motion ⋮ Multi-dimensional central limit theorems and laws of large numbers under sublinear expectations
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- Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
- Moment bounds for associated sequences
- Limit laws for non-additive probabilities and their frequentist interpretation
- Convex measures of risk and trading constraints
- Coherent Measures of Risk
- Convergence Properties of $S_n$ Under Moment Restrictions
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