A strong law of large numbers under sublinear expectations

DOI10.3934/puqr.2023015zbMath1526.60027arXiv2207.04611OpenAlexW4387066553MaRDI QIDQ6064074

Yongsheng Song

Publication date: 8 November 2023

Published in: Probability, Uncertainty and Quantitative Risk (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2207.04611

zbMATH Keywords

law of large numberssublinear expectationtail \(\sigma\)-algebra

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Strong limit theorems (60F15) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

Cites Work

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• Nonlinear Expectations and Stochastic Calculus under Uncertainty

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