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

作　　者：PENG ShiGe Institute of Mathematics,Shandong University,Jinan 250100,China 

出　　处：《Science China Mathematics》2009年第7期1391-1411,共21页中国科学：数学（英文版）

基　　金：supported by National Basic Research Program of China (Grant No.2007CB814900)(Financial Risk)

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.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.

关 键 词：probability and distribution uncertainty normal distribution Brownian motion central limit theorem 60H10 60H05 60H30 60E05 60E07 62C05 62D05 

分 类 号：O211.6[理学—概率论与数理统计]