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Rosenthal’s inequalities for independent and negatively dependent random variables under sub-linear expectations with applications
5 references·16 citing·33 second hop
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this work references cited by second hop

References

  • 1987Expected utility with purely subjective non-additive probabilities818 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

Cited by

  • 2017Strong law of large numbers and Chover's law of the iterated logarithm under sub-linear expectations79 cited
  • 2015Donsker’s Invariance Principle Under the Sub-linear Expectation with an Application to Chung’s Law of the Iterated Logarithm69 cited
  • 2016A strong law of large numbers for sub-linear expectation under a general moment condition44 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
  • 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 Applications

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31 cited
  • 2018On the asymptotic approximation of inverse moment under sub-linear expectations25 cited
  • 2019Existence and Stability of Solutions to Highly Nonlinear Stochastic Differential Delay Equations Driven by G-Brownian Motion25 cited
  • 2020Lindeberg’s central limit theorems for martingale like sequences under sub-linear expectations24 cited
  • 2020The Law of Logarithm for Arrays of Random Variables under Sub-linear Expectations21 cited
  • 2021Central limit theorem for linear processes generated by IID random variables under the sub-linear expectation18 cited
  • 2016Self-Normalized Moderate Deviation and Laws of the Iterated Logarithm Under G-Expectation18 cited
  • 2016Strong limit theorems for extended independent and extended negatively dependent random variables under non-linear expectations18 cited
  • 2024Approximate optimality and the risk/reward tradeoff given repeated gambles4 cited