This is a survey on normal distributions and the related central limit theorem under sublinear expectation.We also present Brownian motion under sublinear expectations and the related stochastic calculus of It's t...This is a survey on normal distributions and the related central limit theorem under sublinear expectation.We also present Brownian motion under sublinear expectations and the related stochastic calculus of It's type.The results provide new and robust tools for the problem of probability model uncertainty arising in financial risk,statistics and other industrial problems.展开更多
基金supported by National Basic Research Program of China (Grant No.2007CB814900)(Financial Risk)
文摘This is a survey on normal distributions and the related central limit theorem under sublinear expectation.We also present Brownian motion under sublinear expectations and the related stochastic calculus of It's type.The results provide new and robust tools for the problem of probability model uncertainty arising in financial risk,statistics and other industrial problems.
