An elementary proof of Peng's central limit theorem under sub-linear expectations
Zengjing Chen and Ziwu Zhang
| Year of publication: |
2020
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|---|---|
| Authors: | Chen, Zengjing ; Zhang, Ziwu |
| Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 7.2020, 2, p. 1-15
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| Subject: | capacity | central limit theorem | Nonlinear expectation | Theorie | Theory | Erwartungsbildung | Expectation formation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2424786320500206 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012602954