Comptes Rendus
no. 17-18
Probability Theory
On Cramér's theorem for capacities
[Sur théorème de Cramér pour capacités]

Présenté par : Paul Malliavin

Feng Hu1
1 School of Mathematics, Shandong University, 250100 Jinan, China
Comptes Rendus. Mathématique, Volume 348 (2010) no. 17-18, pp. 1009-1013.

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 :
Accepté le :
Publié le :
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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[5] S. Peng G-Brownian motion and dynamic risk measure under volatility uncertainty, 19 Nov 2007 | arXiv

[6] S. Peng A new central limit theorem under sublinear expectations, 18 Mar 2008 | arXiv

[7] S. Peng Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations, Science in China Series A: Mathematics, Volume 52 (2009) no. 7, pp. 1391-1411

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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