Weak and strong limit theorems for stochastic processes under nonadditive probability

DOI10.1155/2014/645947zbMath1474.60053OpenAlexW2045641114WikidataQ59040324 ScholiaQ59040324MaRDI QIDQ1724659

Zeng-Jing Chen, Xiao-yan Chen

Publication date: 14 February 2019

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/645947

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15)

Related Items (2)

Weak laws of large numbers for sublinear expectation ⋮ Extension of the strong law of large numbers for capacities

Cites Work

• Unnamed Item
• Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
• Limit laws for non-additive probabilities and their frequentist interpretation
• Law of large numbers and central limit theorem under nonlinear expectations
• A strong law of large numbers for non-additive probabilities
• Theory of capacities
• General laws of large numbers under sublinear expectations
• Laws of large numbers without additivity
• Backward Stochastic Differential Equations in Finance
• An invariance principle of strong law of large numbers under nonadditive probabilities
• Nonlinear Expectations and Stochastic Calculus under Uncertainty

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