Survey on normal distributions,central limit theorem,Brownian motion and the related stochastic calculus under sublinear expectations

被引:0
|
作者
PENG ShiGe Institute of Mathematics
机构
关键词
probability and distribution uncertainty; normal distribution; Brownian motion; central limit theorem;
D O I
暂无
中图分类号
O211.6 [随机过程];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
This is a survey on normal distributions and the related central limit theorem under sublinear expectation.We also present Brownian motion under sublinear expectations and the related stochastic calculus of It?’s type.The results provide new and robust tools for the problem of probability model uncertainty arising in financial risk,statistics and other industrial problems.
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页码:1391 / 1411
页数:21
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