国家自然科学基金(11231005)

作品数：18被引量：53H指数：4
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相关机构：山东大学华东师范大学江苏联合职业技术学院北京大学更多>>
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Strong Laws of Large Numbers for Sublinear Expectation under Controlled 1st Moment Condition被引量：2
《Chinese Annals of Mathematics,Series B》2018年第5期791-804,共14页Cheng HU 
supported by the National Natural Science Foundation of China(Nos.11501325,11231005)
This paper deals with strong laws of large numbers for sublinear expectation under controlled 1st moment condition. For a sequence of independent random variables,the author obtains a strong law of large numbers under...
关键词：Sublinear expectation Strong law of large numbers INDEPENDENCE Identical distribution Choquet expectation 
Strong laws of large numbers for sub-linear expectations被引量：26
《Science China Mathematics》2016年第5期945-954,共10页CHEN ZengJing 
supported by National Natural Science Foundation of China(Grant No.11231005)
We investigate three kinds of strong laws of large numbers for capacities with a new notion of independently and identically distributed(IID) random variables for sub-linear expectations initiated by Peng.It turns out...
关键词：capacity strong law of large numbers independently and identically distributed nonlinear expectation 
A Law of Large Numbers Under the Nonlinear Expectation被引量：1
《Acta Mathematicae Applicatae Sinica》2015年第4期953-962,共10页Miao ZHANG Zeng-jing CHEN 
Supported by the National Natural Science Foundation of China(No.11211061 and No.11231005);Natural Science Foundation of Shandong Province(No.ZR2013AQ021)
In this paper, we derive a law of large numbers under the nonlinear expectation generated by backward stochastic differential equations driven by G-Brownian motion.
关键词：law of large numbers nonlinear expectation backward stochastic differential equation 
Invariance principles for the law of the iterated logarithm under G-framework被引量：8
《Science China Mathematics》2015年第6期1251-1264,共14页WU PanYu CHEN ZengJing 
supported by China Postdoctoral Science Foundation(Grant No.2013M541899);the Natural Science Foundation of Shandong Province of China(Grant Nos.ZR2013AQ021 and ZR2014AM002);National Natural Science Foundation of China(Grant Nos.11471190,11401414 and 11231005);the Natural Science Foundation of Jiangsu Province of China(Grant No.BK20140299)
We obtain a general invariance principle of G-Brownian motion for the law of the iterated logarithm(LIL for short). For continuous bounded independent and identically distributed random variables in G-expectation spac...
关键词：iterated logarithm invariance expectation Brownian continuity union satisfy automatically details 
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