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Three Series Theorem for Independent Random Variables under Sub-linear Expectations with Applications
9 references·0 citing·38 second hopsampled
Three Series Theorem for Independent Random Variables under Sub-linear Expectations with Applications (2018)Three Series Theorem for Independent Rand…Strong laws of large numbers for sub-linear expectations (2015)Strong laws of large numbers …Rosenthal’s inequalities for independent and negatively dependent random variables under sub-linear expectations with applications (2015)Rosenthal’s inequalities for …Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations (2009)Survey on normal distribution…Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation (2008)Multi-dimensional G-Brownian …A New Central Limit Theorem under Sublinear Expectations (2008)A New Central Limit Theorem u…G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type (2007)G-Expectation, G-Brownian Mot…A theoretical framework for the pricing of contingent claims in the presence of model uncertainty (2006)A theoretical framework for t…Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob–Meyers type (1999)Monotonic limit theorem of BS…Expected utility with purely subjective non-additive probabilities (1987)Expected utility with purely …Subjective Probability and Expected Utility without Additivity (1989)Ambiguity, Risk, and Asset Returns in Continuous Time (2002)Backward Stochastic Differential Equation, Nonlinear Expectation and Their Applications (2011)Strong law of large numbers and Chover's law of the iterated logarithm under sub-linear expectations (2017)Strong Limit Theorems for Extended Independent Random Variables and Extended Negatively Dependent Random Variables under Sub-Linear Expectations (2022)Function Spaces and Capacity Related to a Sublinear Expectation: Application to G-Brownian Motion Paths (2010)Backward stochastic differential equations driven by G -Brownian motion (2013)Coherent Measures of Risk (1999)Convex measures of risk and trading constraints (2002)Limit Theorems for Stochastic Processes (2003)Wellposedness of second order backward SDEs (2011)A stochastic control approach to no-arbitrage bounds given marginals, with an application to lookback options (2014)Arbitrage and duality in nondominated discrete-time models (2015)Continuous Martingales and Brownian Motion (1999)Brownian Motion and Stochastic Calculus (2007)Pathwise properties and homeomorphic flows for stochastic differential equations driven by G -Brownian motion (2009)Ambiguous Volatility and Asset Pricing in Continuous Time (2013)Backward Stochastic Differential Equations in Finance (1997)Some properties on G-evaluation and its applications to G-martingale decomposition (2011)Stopping times and related Itô’s calculus with G -Brownian motion (2011)Risk, Ambiguity, and the Savage Axioms (1961)A theory of anticipated utility (1982)Risk attitudes and decision weights (1995)Ellsberg Revisited: An Experimental Study (2007)Advances in Prospect Theory: Cumulative Representation of Uncertainty (2016)Theory of games and economic behavior (2019)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Filtration-consistent nonlinear expectations and related g-expectations (2002)Nonlinear Expectations, Nonlinear Evaluations and Risk Measures (2004)Theory of rational option pricing (2005)Backward stochastic differential equations with jumps and related non-linear expectations (2006)Stochastic Differential Equations (2003)Controlled Markov Processes and Viscosity Solutions (2005)Machine Learning Approximation Algorithms for High-Dimensional Fully Nonlinear Partial Differential Equations and Second-order Backward Stochastic Differential Equations (2019)Nonlinear Expectations and Stochastic Calculus under Uncertainty (2019)Donsker’s Invariance Principle Under the Sub-linear Expectation with an Application to Chung’s Law of the Iterated Logarithm (2015)A strong law of large numbers for sub-linear expectation under a general moment condition (2016)
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References

  • 1987Expected utility with purely subjective non-additive probabilities818 cited
  • 2007G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type621 cited
  • 2008Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation556 cited
  • 2006A theoretical framework for the pricing of contingent claims in the presence of model uncertainty352 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
  • 2015Rosenthal’s inequalities for independent and negatively dependent random variables under sub-linear expectations with applications166 cited
  • 2008A New Central Limit Theorem under Sublinear Expectations149 cited
  • 2015Strong laws of large numbers for sub-linear expectations133 cited

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