Note on Precise Asymptotics in the Law of the Iterated Logarithm under Sublinear Expectations
Author:
Affiliation:
1. School of Information Engineering, Jingdezhen Ceramic University, Jingdezhen 333403, China
Abstract
Funder
Doctoral Scientific Research Starting Foundation of Jingdezhen Ceramic University
Publisher
Hindawi Limited
Subject
General Engineering,General Mathematics
Link
http://downloads.hindawi.com/journals/mpe/2022/6058563.pdf
Reference35 articles.
1. G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type
2. Nonlinear Expectations and Stochastic Calculus under Uncertainty;S. G. Peng,2010
3. Large deviations and moderate deviations for independent random variables under sublinear expectations (in Chinese);F. Q. Gao;Science China Mathematics,2011
4. Donsker’s Invariance Principle Under the Sub-linear Expectation with an Application to Chung’s Law of the Iterated Logarithm
5. Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm
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