Year: 2021
Type: article
Abstract: This short note provides a new and simple proof of the convergence rate for the Peng’s law of large numbers under sublinear expectations, which improves the results presented by Song [ 15 ] and Fang et al. [ 3 ].
DOI: 10.3934/puqr.2021013
Authors: Mingshang Hu, Xiaojuan Li, Xinpeng Li
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W3204199019