标题:Weak and Strong Limit Theorems for Stochastic Processes under Nonadditive Probability
作者:Chen, Xiaoyan; Chen, Zengjing
作者机构:[Chen, Xiaoyan] Ajou Univ, Grad Dept Financial Engn, Suwon 443749, South Korea.; [Chen, Zengjing] Shandong Univ, Sch Math, Jinan 250100, Peoples R C 更多
通讯作者:Chen, XY
通讯作者地址:[Chen, XY]Ajou Univ, Grad Dept Financial Engn, Suwon 443749, South Korea.
来源:ABSTRACT AND APPLIED ANALYSIS
出版年:2014
DOI:10.1155/2014/645947
摘要:This paper extends laws of large numbers under upper probability to sequences of stochastic processes generated by linear interpolation. This extension characterizes the relation between sequences of stochastic processes and subsets of continuous function space in the framework of upper probability. Limit results for sequences of functional random variables and some useful inequalities are also obtained as applications.
收录类别:SCOPUS;SCIE
资源类型:期刊论文
原文链接:https://www.scopus.com/inward/record.uri?eid=2-s2.0-84897747024&doi=10.1155%2f2014%2f645947&partnerID=40&md5=89a7128d183fdd31a46f717214a9e969
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