Strong Laws of Large Numbers for Bernoulli Experiments under Ambiguity

Author:

Chen Zengjing,Wu Panyu

Publisher

Springer Berlin Heidelberg

Reference6 articles.

1. Chen, Z.: Strong laws of large numbers for capacities. arXiv: 1006.0749v1 (math.PR) (June 3, 2010)

2. Couso, I., Moral, S., Walley, P.: Examples of Independence for Imprecise Probabilities. In: 1st International Symposium on Imprecise Probabilities and Their Applications, Ghent, Belgium (1999)

3. Denis, L., Hu, M., Peng, S.: Function spaces and capacity related to a sublinear expectation: application to G-Brownian Motion. Paths. Potential Analy. 34, 139–161 (2011)

4. Feller, W.: An Introduction to Probability Theory and its Applications, vol. 1. John Wiley and Sons, Chichester (1968)

5. Gao, F., Jiang, H.: Large deviations for stochastic differential equations driven by G-Brownian motion. Stoch. Proc. Appl. 120, 2212–2240 (2010)

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