SUBLINEAR

作品数：64被引量：170H指数：6
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相关作者：安和平冯恩民游兆永刘辉昭蒋达清更多>>
相关机构：东北师范大学大连理工大学云南工业大学西安交通大学更多>>
相关期刊：《四川师范大学学报（自然科学版）》《Journal of Partial Differential Equations》《Applied Mathematics and Mechanics(English Edition)》《Frontiers of Mathematics in China》更多>>
相关基金：国家自然科学基金国家重点基础研究发展计划国家教育部博士点基金中国博士后科学基金更多>>
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G-Lévy processes under sublinear expectations被引量：3
《Probability, Uncertainty and Quantitative Risk》2021年第1期1-22,共22页Mingshang Hu Shige Peng 
This work was supported by National Key R&D Program of China(Grant No.2018YFA0703900);National Natural Science Foundation of China(Grant No.11671231);Tian Yuan Fund of the National Natural Science Foundation of China(Grant Nos.11526205 and 11626247);National Basic Research Program of China(973 Program)(Grant No.2007CB814900).
We introduce G-Lévy processes which develop the theory of processes with independent and stationary increments under the framework of sublinear expectations.We then obtain the Lévy-Khintchine formula and the existen...
关键词：Sublinear expectation G-normal distribution G-Brownian motion G-EXPECTATION Lévy process G-Lévy process G-Poisson process Lévy-Khintchine formula Lévy-Itôdecomposition 
Moment bounds for IID sequences under sublinear expectations被引量：6
《Science China Mathematics》2011年第10期2155-2160,共6页HU Feng1,2 1Department of Mathematics,Qufu Normal University,Qufu 273165,China 2School of Mathematics,Shandong University,Jinan 250100,China 
supported in part by National Basic Research Program of China (973 Program) (Grant No. 2007CB814901);the Natural Science Foundation of Shandong Province (Grant No. ZR2009AL015)
With the notion of independent identically distributed(IID) random variables under sublinear expectations introduced by Peng,we investigate moment bounds for IID sequences under sublinear expectations. We obtain a mom...
关键词：moment bound sublinear expectation IID random variables G-normal distribution central limit theorem 
A general central limit theorem under sublinear expectations被引量：16
《Science China Mathematics》2010年第8期1989-1994,共6页LI Min & SHI YuFeng School of Mathematics,Shandong University,Jinan 250100,China 
supported by National Natural Science Foundation of China (Grant No.10771122);Natural Science Foundation of Shandong Province of China (Grant No.Y2006A08);National Basic Research Program of China (Grant No.2007CB814900)
Under some weaker conditions,we give a central limit theorem under sublinear expectations,which extends Peng's central limit theorem.
关键词：central LIMIT THEOREM SUBLINEAR EXPECTATION G-normal distribution 
Survey on normal distributions,central limit theorem,Brownian motion and the related stochastic calculus under sublinear expectations被引量：54
《Science China Mathematics》2009年第7期1391-1411,共21页PENG ShiGe Institute of Mathematics,Shandong University,Jinan 250100,China 
supported by National Basic Research Program of China (Grant No.2007CB814900)(Financial Risk)
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....
关键词：probability and distribution uncertainty normal distribution Brownian motion central limit theorem 60H10 60H05 60H30 60E05 60E07 62C05 62D05 
The minimal sublinear expectations and their related properties被引量：5
《Science China Mathematics》2009年第4期785-793,共9页JIA GuangYan School of Mathematics, Shandong University, Jinan 250100, China 
supported by National Basic Research Program of China (973 Program) (Grant No.2007CB814901) (Financial Risk);National Natural Science Foundation of China (Grant No. 10671111)
In this paper, we prove that for a sublinear expectation ?[·] defined on L 2(Ω, $ \mathcal{F} $ ), the following statements are equivalent: ? is a minimal member of the set of all sublinear expectations defined on L...
关键词：G-EXPECTATION Jensen’s inequality linear expectation subadditive expectation sublinear expectation 60H10 
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