How big are the increments of \(G\)-Brownian motion?
type: Item
instance of: scholarly article
title: How big are the increments of \(G\)-Brownian motion?
zbMATH Open document ID: 1301.60068
author: Feng Hu
author: Defei Zhang
author: Zengjing Chen
published in: Science China. Mathematics
publication date: 2014-12-02T00:00:00Z
review text: The limit theory of Brownian motion plays an important role in the development of probability theory and its applications. This paper considers the limit theory of \(G\)-Brownian motion, more precisely, considers the problem: How big are the increments of \(G\)-Brownian motion. The authors obtain the Csörgő and Révész type theorem of the increments of \(G\)-Brownian motion and get, as applications of the result, the law of iterated logarithm and the Erdős and Rényi law of large numbers for \(G\)-Brownian motion. These results extend the classical results obtained in [\textit{M. Csörgő} and \textit{P. Revesz}, Ann. Probab. 7, 731--737 (1979; Zbl 0412.60038)].
reviewed by: Ze-Chun Hu
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60G48
zbMATH DE Number: 6376163
zbMATH Keywords: sublinear expectation
zbMATH Keywords: capacity
zbMATH Keywords: \(G\)-normal distribution
zbMATH Keywords: \(G\)-Brownian motion
zbMATH Keywords: increments of \(G\)-Brownian motion
zbMATH Keywords: law of iterated logarithm
MaRDI profile type: Publication
full work available at URL: s11425-014-4816-0
OpenAlex ID: W2018860013
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DOI: 10.1007/S11425-014-4816-0
description: scientific article; zbMATH DE number 6376163