Donsker’s Invariance Principle Under the Sub-linear Expectation with an Application to Chung’s Law of the Iterated Logarithm
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Mathematics,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s40304-015-0055-0.pdf
Reference19 articles.
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2. Billingsley, P.: Convergence of Probability Measures. Wiley, New York (1968)
3. Chen, Z.J., Hu, F.: A law of the iterated logarithm for sublinear expectations. J. Financial Eng. 1(02) (2014) arXiv: 1103.2965v2
4. Chung, K.L.: On the maximum partial sums of sequences of independent random variables. Trans. Am. Math. Soc. 64, 205–233 (1948)
5. Denis, L., Hu, M., Peng, S.: Function spaces and capacity related to a sublinear expectation: application to G-Brownian motion paths. Potential Anal. 34, 139–161 (2011) arXiv:0802.1240v1
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