Funder
National Natural Science Foundation of China
Fundamental Research Funds for the Central Universities
Natural Science Foundation of Zhejiang Province
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Mathematics,Statistics and Probability
Reference16 articles.
1. Billingsley, P.: Convergence of Probability Measures. Wiley, New York (1968)
2. Denis, L., Hu, M., Peng, S.: Function spaces and capacity related to a sublinear expectation: application to G-Brownian motion pathes. Potential Anal. 34, 139–161 (2011)
3. Guo, X., Pan, C., Peng, S.: Martingale problem under nonlinear expectations. Math. Financ. Econ. 12, 135–164 (2018)
4. Hu, M.S., Li, X.J., Liu, G.M.: Lévys martingale characterization and reflection principle of G-Brownian motion (preprint) (2018). arXiv:1805.11370v1
5. Krylov, N.V.: On Shige Peng’s central limit theorem. Stoch. Process. Appl. 130(3), 1426–1434 (2020)
Cited by
1 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