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A universal robust limit theorem for nonlinear Lévy processes under sublinear expectation
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Hu, Mingshang, Jiang, Lianzi, Liang, Gechun and Peng, Shige (2023) A universal robust limit theorem for nonlinear Lévy processes under sublinear expectation. Probability, Uncertainty and Quantitative Risk, 8 (1). pp. 1-32. doi:10.3934/puqr.2023001 ISSN 2095-9672.
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Official URL: http://dx.doi.org/10.3934/puqr.2023001
Item Type: | Journal Article | |||||||||||||||||||||
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Subjects: | Q Science > QA Mathematics | |||||||||||||||||||||
Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | |||||||||||||||||||||
Library of Congress Subject Headings (LCSH): | Probabilities, Stochastic processes , Lévy processes, Nonlinear theories -- Mathematical models, Integral equations , Integro-differential equations | |||||||||||||||||||||
Journal or Publication Title: | Probability, Uncertainty and Quantitative Risk | |||||||||||||||||||||
Publisher: | American Institute of Mathematical Sciences | |||||||||||||||||||||
ISSN: | 2095-9672 | |||||||||||||||||||||
Official Date: | March 2023 | |||||||||||||||||||||
Dates: |
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Volume: | 8 | |||||||||||||||||||||
Number: | 1 | |||||||||||||||||||||
Page Range: | pp. 1-32 | |||||||||||||||||||||
DOI: | 10.3934/puqr.2023001 | |||||||||||||||||||||
Status: | Peer Reviewed | |||||||||||||||||||||
Publication Status: | Published | |||||||||||||||||||||
Access rights to Published version: | Open Access (Creative Commons) | |||||||||||||||||||||
Date of first compliant deposit: | 13 January 2023 | |||||||||||||||||||||
Date of first compliant Open Access: | 13 January 2023 | |||||||||||||||||||||
RIOXX Funder/Project Grant: |
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