An upper bound of large deviations for capacities

DOI10.1155/2014/516291zbMath1407.60040OpenAlexW2045194515WikidataQ59068115 ScholiaQ59068115MaRDI QIDQ1718577

Xiao-Min Cao

Publication date: 8 February 2019

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/516291

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Large deviations (60F10)

Related Items (3)

Stochastic dominance under the nonlinear expected utilities ⋮ Moderate deviations principle for independent random variables under sublinear expectations ⋮ Large deviation principle for reflected stochastic differential equations driven by G-Brownian motion in non-convex domains

Cites Work

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• Ambiguous volatility, possibility and utility in continuous time
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