A robust \(\alpha \)-stable central limit theorem under sublinear expectation without integrability condition

Central limit and other weak theorems (60F05) Integro-partial differential equations (45K05) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

Cites Work

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Rosenthal's inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
Strong laws of large numbers for sub-linear expectations
Function spaces and capacity related to a sublinear expectation: application to \(G\)-Brownian motion paths
On two approaches to approximation of multidimensional stable laws
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An \(\alpha\)-stable limit theorem under sublinear expectation
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\(G\)-Lévy processes under sublinear expectations
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A universal robust limit theorem for nonlinear Lévy processes under sublinear expectation
Rate of convergence to a stable law
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Two-sided bounds on the rate of convergence to a stable law
On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations
Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems
Nonlinear Expectations and Stochastic Calculus under Uncertainty
Error Bounds for Monotone Approximation Schemes for Hamilton--Jacobi--Bellman Equations
Viscosity solutions to Hamilton-Jacobi-Bellman equations associated with sublinear L\'evy(-type) processes

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