Central limit theorems for sub-linear expectation under the Lindeberg condition
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Discrete Mathematics and Combinatorics,Analysis
Link
http://link.springer.com/content/pdf/10.1186/s13660-018-1901-x.pdf
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4. Denis, L., Hu, M., Peng, S.: Function spaces and capacity related to a sublinear expectation: application to G-Brownian motion paths. Potential Anal. 34(2), 139–161 (2011)
5. Embrechts, P., Maejima, M.: The central limit theorem for summability methods of iid random variables. Z. Wahrscheinlichkeitstheor. Verw. Geb. 68(2), 191–204 (1984)
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