Law of large numbers and central limit theorem under nonlinear expectations

Author:

Peng Shige

Publisher

American Institute of Mathematical Sciences (AIMS)

Subject

General Medicine

Reference7 articles.

1. Cabre, X., Caffarelli, L.A.: Fully nonlinear elliptic partial differential equations. American Mathematical Society (1997).

2. Caffarelli, L. A.: Interior estimates for fully nonlinear equations. Ann. of Math. 130, 189–213 (1989).

3. Peng, S.: Filtration Consistent Nonlinear Expectations and Evaluations of Contingent Claims, Acta Mathematicae Applicatae Sinica. Engl. Ser. 20(2), 1–24 (2004).

4. Peng, S.: Nonlinear expectations and nonlinear Markov chains. Chin. Ann. Math.26B(2), 159–184 (2005).

5. Peng, S.: G–Expectation, G–Brownian Motion and Related Stochastic Calculus of Itô’s type (2007). in Stochastic Analysis and Applications, The Abel Symposium 2005, Abel Symposia2, Edit. Benth et. al., 541–567, Springer-Verlag.

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