In this Note, our aim is to obtain Cramér's upper bound for capacities induced by sublinear expectations.
Dans cette Note, notre objet est d'obtenir la borne supérieure de Cramér pour les capacités induites par des espérances sous-linéaires.
Accepted:
Published online:
Feng Hu 1
@article{CRMATH_2010__348_17-18_1009_0, author = {Feng Hu}, title = {On {Cram\'er's} theorem for capacities}, journal = {Comptes Rendus. Math\'ematique}, pages = {1009--1013}, publisher = {Elsevier}, volume = {348}, number = {17-18}, year = {2010}, doi = {10.1016/j.crma.2010.07.033}, language = {en}, }
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/
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☆ 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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