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Weak laws of large numbers for sublinear expectation
Work
Year: 2018
Type: article
Abstract: In this paper we study the weak laws of large numbers for sublinear expectation. We prove that, without any moment condition, the weak laws of large numbers hold in the sense of convergence in capacit... more
Source: Mathematical Control and Related Fields
Authors Zengjing Chen, Qingyang Liu, Gaofeng Zong
Institutions Shandong University, Shandong University of Finance and Economics
Cites: 3
Cited by: 11
Related to: 10
FWCI: 0.549
Citation percentile (by year/subfield): 82.78
Topic: Stochastic processes and financial applications
Subfield: Finance
Field: Economics, Econometrics and Finance
Domain: Social Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: gold