A general central limit theorem under sublinear expectations

被引：23

作者：

Li Min ^{[1
]}

Shi YuFeng ^{[1
]}

机构：

[1] Shandong Univ, Sch Math, Jinan 250100, Peoples R China

来源：

SCIENCE CHINA-MATHEMATICS | 2010年 / 53卷 / 08期

基金：

中国国家自然科学基金;

关键词：

central limit theorem; sublinear expectation; G-normal distribution; G-BROWNIAN MOTION; STOCHASTIC CALCULUS;

D O I：

10.1007/s11425-010-3156-y

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Under some weaker conditions, we give a central limit theorem under sublinear expectations, which extends Peng's central limit theorem.

引用

页码：1989 / 1994

页数：6

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