Weak laws of large numbers for sublinear expectation

DOI10.3934/MCRF.2018027zbMath1419.60004OpenAlexW2891477601WikidataQ129107786 ScholiaQ129107786MaRDI QIDQ2001546

Gaofeng Zong, Qingyang Liu, Zeng-Jing Chen

Publication date: 3 July 2019

Published in: Mathematical Control and Related Fields (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/mcrf.2018027

zbMATH Keywords

independencecapacitylaw of large numberscoherent risk measuresublinear expectation

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Central limit and other weak theorems (60F05) Fuzzy probability (60A86)

Related Items (1)

Laws of large numbers under model uncertainty with an application to \(m\)-dependent random variables

Cites Work

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• Coherent Measures of Risk
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• Nonlinear Expectations and Stochastic Calculus under Uncertainty
• Probability
• Stochastic finance. An introduction in discrete time

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