A general central limit theorem under sublinear expectations

Author:

Li Min,Shi YuFeng

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics

Reference13 articles.

1. Denis L, Hu M S, Peng S G. Function spaces and capacity related to a sublinear expectation: application to G-Brownian motion paths. arXiv: 0802.1204v1, 2008

2. Gao F Q. Pathwise properties and homeomorphic flows for stochastic differential equations driven by G-Brownian motion. Stoch Proc Appl, 2009, 119: 3356–3382

3. Jia G Y. The minimal sublinear expectations and their related properties. Sci China Ser A, 2009, 52: 785–793

4. Peng S G. G-Expectation, G-Brownian motion and related stochastic calculus of Itô’s type. In: (Benth F E, et al. eds.) Stochastic Analysis and Applications, Proceedings of the Second Abel Symposium, 2005. New York: Springer-Verlag, 2006, 541–567

5. Peng S G. Law of large numbers and central limit theorem under nonlinear expectations. arXiv: math.PR/0702358v1, 2007

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