Lindeberg’s central limit theorems for martingale like sequences under sub-linear expectations
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics
Link
https://link.springer.com/content/pdf/10.1007/s11425-018-9556-7.pdf
Reference28 articles.
1. Bayraktar E, Munk A. An α-stable limit theorem under sublinear expectation. Bernoulli, 2016, 22: 2548–2578
2. Billingsley P. Convergence of Probability Measures. New York: Wiley, 1968
3. Denis L, Hu M, Peng S. Function spaces and capacity related to a sublinear expectation: Application to G-Brownian motion pathes. Potential Anal, 2011, 34: 139–161
4. Denis L, Martini C. A theoretical framework for the pricing of contingent claims in the presence of model uncertainty. Ann Appl Probab, 2006, 16: 827–852
5. Gilboa I. Expected utility with purely subjective nonadditive probabilities. J Math Econom, 1987, 16: 65–68
Cited by 14 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Complete convergence for moving average process generated by extended negatively dependent random variables under sub-linear expectations;Communications in Statistics - Theory and Methods;2023-11-19
2. The Sufficient and Necessary Conditions of the Strong Law of Large Numbers under Sub-linear Expectations;Acta Mathematica Sinica, English Series;2023-09-15
3. Chover’s law of the iterated logarithm for weighted sums under sub-linear expectations;Communications in Statistics - Theory and Methods;2023-08-04
4. Calibration method for sensor drifting bias in data center cooling system using Bayesian Inference coupling with Autoencoder;Journal of Building Engineering;2023-05
5. Functional Shige Peng’s Central Limit Theorems for Martingale Vectors;Communications in Mathematics and Statistics;2023-01-20
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3