Реферат: On rates of convergence in a CLT under sublinear expectations Sakhanenko, Alexander I. Sobolev Institute of Mathematics, Novosibirsk, 630090 Russia In the talk we are going to present estimates in a CLT with uncertain mean and variance. Thus, instead of standard expectation E in the classical sense, we use below sublinear expectation E, which was introduced by Shige Peng in a number of papers to describe the uncertainty.

Библиографическая ссылка: Sakhanenko A.
On rates of convergence in a CLT under sublinear expectations
Stochastic Analysis 21-23 Oct 2024