Le but de cette Note est d'établir un théorème central limite pour les capacités associées à une espérance sous-linéaire.
In this Note, our aim is to obtain the central limit theorem for capacities induced by sublinear expectations.
@article{CRMATH_2010__348_19-20_1111_0, author = {Feng Hu and Defei Zhang}, title = {Central limit theorem for capacities}, journal = {Comptes Rendus. Math\'ematique}, pages = {1111--1114}, publisher = {Elsevier}, volume = {348}, number = {19-20}, year = {2010}, doi = {10.1016/j.crma.2010.07.026}, language = {en}, }
Feng Hu; Defei Zhang. Central limit theorem for capacities. Comptes Rendus. Mathématique, Volume 348 (2010) no. 19-20, pp. 1111-1114. doi : 10.1016/j.crma.2010.07.026. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2010.07.026/
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