SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

The Law of Logarithm for Arrays of Random Variables under Sub-linear Expectations · Study

ArticleShelves

ArticleThe Law of Logarithm for Arrays of Random Variables under Sub-linear Expectations

Jiapan Xu2020

Article2020

The Law of Logarithm for Arrays of Random Variables under Sub-linear Expectations

Jiapan Xu · Zhang Li

21 citations·0/0 files stored·Acta Mathematicae Applicatae Sinica English Series

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Probability and Statistical Research Probability and Risk Models

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 21 citations exist upstream.

References

1987Expected utility with purely subjective non-additive probabilities 2007G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type 2008Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation 2006A theoretical framework for the pricing of contingent claims in the presence of model uncertainty 1999Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob–Meyers type 2009Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations 2015Rosenthal’s inequalities for independent and negatively dependent random variables under sub-linear expectations with applications 2008A New Central Limit Theorem under Sublinear Expectations

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2021Central limit theorem for linear processes generated by IID random variables under the sub-linear expectationarticle · 10 shared references 2016Strong limit theorems for extended independent and extended negatively dependent random variables under non-linear expectationspreprint · 10 shared references 2022Strong Limit Theorems for Extended Independent Random Variables and Extended Negatively Dependent Random Variables under Sub-Linear Expectationsarticle · 9 shared references 2018Three Series Theorem for Independent Random Variables under Sub-linear Expectations with Applicationsarticle · 9 shared references 2018On the asymptotic approximation of inverse moment under sub-linear expectationsarticle · 9 shared references 2017Strong law of large numbers and Chover's law of the iterated logarithm under sub-linear expectationsarticle · 8 shared references

Details

Year2020

Typearticle

Published2020-07-01

VenueActa Mathematicae Applicatae Sinica English Series

ISSN-L0168-9673

Languageen

Citations21

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1007/s10255-020-0958-8

openalex_workW3081790746

Links

Imported from OpenAlex (CC0) — nothing here is generated.