A law of large numbers under the nonlinear expectation
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Publication:277070
DOI10.1007/s10255-015-0514-0zbMath1337.60047OpenAlexW2396667433MaRDI QIDQ277070
Publication date: 4 May 2016
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-015-0514-0
law of large numbersbackward stochastic differential equationsG-Brownian motionnonlinear expectation
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Limit theorems in probability theory (60F99)
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Cites Work
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