An \(\alpha\)-stable limit theorem under sublinear expectation
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Publication:726751
DOI10.3150/15-BEJ737zbMath1347.60006arXiv1409.7960MaRDI QIDQ726751
Alexander Munk, Erhan Bayraktar
Publication date: 14 July 2016
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1409.7960
stable distributionsublinear expectationgeneralized central limit theorempartial-integro differential equations
Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Stable stochastic processes (60G52) Integro-partial differential equations (35R09)
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