Exponential inequalities under sub-linear expectations with applications to strong law of large numbers
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Publication:5863661
DOI10.2298/FIL1910951TzbMath1499.60058OpenAlexW3008967569WikidataQ115495100 ScholiaQ115495100MaRDI QIDQ5863661
Yi Wu, Xue-jun Wang, Xu-Fei Tang
Publication date: 3 June 2022
Published in: Filomat (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2298/fil1910951t
strong law of large numbersexponential inequalitiessub-linear expectationsextended independent random variables
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- Strong law of large numbers and Chover's law of the iterated logarithm under sub-linear expectations
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- On the asymptotic approximation of inverse moment under sub-linear expectations
- Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
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