A generalization of Strassen's law and Lévy's modulus of continuity for $\boldsymbol{G}$-Brownian motion

DOI10.1360/SCM-2016-0687zbMath1499.60163OpenAlexW2787266150MaRDI QIDQ5063937

Ping He, Defei Zhang, Zeng-Jing Chen

Publication date: 21 March 2022

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1360/scm-2016-0687

zbMATH Keywords

capacityStrassen's law\(G\)-Brownian motionsublinear expectationLévy's modulus of continuity

Mathematics Subject Classification ID

Brownian motion (60J65) Functional limit theorems; invariance principles (60F17) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

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