On Cramér's theorem for capacities

Feng Hu

doi:10.1016/j.crma.2010.07.033

Probability Theory

On Cramér's theorem for capacities
[Sur théorème de Cramér pour capacités]

Présenté par : Paul Malliavin

Feng Hu ¹

¹ School of Mathematics, Shandong University, 250100 Jinan, China

Comptes Rendus. Mathématique, Volume 348 (2010) no. 17-18, pp. 1009-1013.

Résumé
Abstract

Dans cette Note, notre objet est d'obtenir la borne supérieure de Cramér pour les capacités induites par des espérances sous-linéaires.

In this Note, our aim is to obtain Cramér's upper bound for capacities induced by sublinear expectations.

Reçu le : 2009-12-22
Accepté le : 2010-07-30
Publié le : 2010-08-21

DOI : 10.1016/j.crma.2010.07.033

Affiliations des auteurs :

Feng Hu ¹

¹ School of Mathematics, Shandong University, 250100 Jinan, China

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     title = {On {Cram\'er's} theorem for capacities},
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     year = {2010},
     doi = {10.1016/j.crma.2010.07.033},
     language = {en},
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Feng Hu. On Cramér's theorem for capacities. Comptes Rendus. Mathématique, Volume 348 (2010) no. 17-18, pp. 1009-1013. doi : 10.1016/j.crma.2010.07.033. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2010.07.033/

Bibliographie
Cité par

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Cité par Sources :

^☆ This work has been supported by the National Basic Program of China (973 Program) (No. 2007CB814901) and the National Natural Science Foundation of China (No. 10771119).

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