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Strong laws of large numbers for sub-linear expectations
9 references·8 citing·47 second hop
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this work references cited by second hop

References

  • 1989Subjective Probability and Expected Utility without Additivity2,308 cited
  • 2002Ambiguity, Risk, and Asset Returns in Continuous Time1,073 cited
  • 1987Expected utility with purely subjective non-additive probabilities818 cited
  • 2008Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation556 cited
  • 1999Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob–Meyers type347 cited
  • 2009Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations220 cited
  • 2001Testing and Characterizing Properties of Nonadditive Measures Through Violations of the Sure-Thing Principle182 cited
  • 2005NONLINEAR EXPECTATIONS AND NONLINEAR MARKOV CHAINS159 cited
  • 2003IID: independently and indistinguishably distributed104 cited

Cited by

  • 2011Backward Stochastic Differential Equation, Nonlinear Expectation and Their Applications121 cited
  • 2017Strong law of large numbers and Chover's law of the iterated logarithm under sub-linear expectations79 cited
  • 2022Strong Limit Theorems for Extended Independent Random Variables and Extended Negatively Dependent Random Variables under Sub-Linear Expectations42 cited
  • 2017Theory, methods and meaning of nonlinear expectation theory40 cited
  • 2014

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How big are the increments of G-Brownian motion?
39 cited
  • 2021Optimal unbiased estimation for maximal distribution37 cited
  • 2020The Convergence of the Sums of Independent Random Variables Under the Sub-linear Expectations32 cited
  • 2018Three Series Theorem for Independent Random Variables under Sub-linear Expectations with Applications31 cited