Normal approximation by Stein's method under sublinear expectations

DOI10.1016/j.spa.2019.08.005zbMath1434.60078arXiv1711.05384OpenAlexW2971219793MaRDI QIDQ2309589

Yongsheng Song

Publication date: 1 April 2020

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.05384

zbMATH Keywords

Stein's methodnormal approximationsublinear expectation\(G\)-normal distribution

Mathematics Subject Classification ID

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

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Cites Work

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• Normal Approximation by Stein’s Method
• On the regularity theory of fully nonlinear parabolic equations: I
• Nonlinear Expectations and Stochastic Calculus under Uncertainty