Stein type characterization for \(G\)-normal distributions

DOI10.1214/17-ECP53zbMath1370.60020arXiv1603.04611OpenAlexW2963159749MaRDI QIDQ524242

Shige Peng, Yongsheng Song, Ming Shang Hu

Publication date: 2 May 2017

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.04611

zbMATH Keywords

\(G\)-expectation\(G\)-normal distributionStein-type characterization

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Nonlinear parabolic equations (35K55) Characterization and structure theory of statistical distributions (62E10)

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