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Normal approximation by Stein's method under sublinear expectations 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2020, 卷号: 130, 期号: 5, 页码: 2838-2850
作者:  Song, Yongsheng
收藏  |  浏览/下载:177/0  |  提交时间:2020/06/30
Stein's method  Normal approximation  Sublinear expectation  G-normal distribution  
Limit theorems with rate of convergence under sublinear expectations 期刊论文
BERNOULLI, 2019, 卷号: 25, 期号: 4A, 页码: 2564-2596
作者:  Fang, Xiao;  Peng, Shige;  Shao, Qi-Man;  Song, Yongsheng
收藏  |  浏览/下载:266/0  |  提交时间:2020/01/10
central limit theorem  G-normal distribution  law of large numbers  rate of convergence  Stein's method  sublinear expectation  
Properties of G-martingales with finite variation and the application to G-Sobolev spaces 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2019, 卷号: 129, 期号: 6, 页码: 2066-2085
作者:  Song, Yongsheng
收藏  |  浏览/下载:190/0  |  提交时间:2020/01/10
G-martingales with finite variation  Generalized G-ito processes  Unique decomposition  G-Sobolev spaces  
Supermartingale decomposition theorem under G-expectation 期刊论文
ELECTRONIC JOURNAL OF PROBABILITY, 2018, 卷号: 23, 页码: 20
作者:  Li, Hanwu;  Peng, Shige;  Song, Yongsheng
收藏  |  浏览/下载:239/0  |  提交时间:2018/07/30
G-expectation  (E)over-cap(9)-supermartingale  (E)over-cap(9)-supermartingale decomposition theorem  
Stein type characterization for G-normal distributions 期刊论文
ELECTRONIC COMMUNICATIONS IN PROBABILITY, 2017, 卷号: 22, 页码: 12
作者:  Hu, Mingshang;  Peng, Shige;  Song, Yongsheng
收藏  |  浏览/下载:146/0  |  提交时间:2018/07/30
G-normal distribution  Stein type characterization  G-expectation