Comptes Rendus
Probability Theory
On Cramér's theorem for capacities
Comptes Rendus. Mathématique, Volume 348 (2010) no. 17-18, pp. 1009-1013.

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.

Received:
Accepted:
Published online:
DOI: 10.1016/j.crma.2010.07.033

Feng Hu 1

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

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Cited by 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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