Weak and Strong Limit Theorems for Stochastic Processes under Nonadditive Probability
This paper extends laws of large numbers under upper probability to sequences of stochastic processes generated by linear interpolation. This extension characterizes the relation between sequences of stochastic processes and subsets of continuous function space in the framework of upper probability....
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2014-01-01
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| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/2014/645947 |
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| _version_ | 1849684307251036160 |
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| author | Xiaoyan Chen Zengjing Chen |
| author_facet | Xiaoyan Chen Zengjing Chen |
| author_sort | Xiaoyan Chen |
| collection | DOAJ |
| description | This paper extends laws of large numbers under upper probability to sequences of stochastic processes generated by linear interpolation. This extension characterizes the relation between sequences of stochastic processes and subsets of continuous function space in the framework of upper probability. Limit results for sequences of functional random variables and some useful inequalities are also obtained as applications. |
| format | Article |
| id | doaj-art-c194035c5e6944f0b8bd4e90f95d5d9d |
| institution | DOAJ |
| issn | 1085-3375 1687-0409 |
| language | English |
| publishDate | 2014-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Abstract and Applied Analysis |
| spelling | doaj-art-c194035c5e6944f0b8bd4e90f95d5d9d2025-08-20T03:23:30ZengWileyAbstract and Applied Analysis1085-33751687-04092014-01-01201410.1155/2014/645947645947Weak and Strong Limit Theorems for Stochastic Processes under Nonadditive ProbabilityXiaoyan Chen0Zengjing Chen1Graduate Department of Financial Engineering, Ajou University, Suwon 443-749, Republic of KoreaSchool of Mathematics, Shandong University, Jinan 250100, ChinaThis paper extends laws of large numbers under upper probability to sequences of stochastic processes generated by linear interpolation. This extension characterizes the relation between sequences of stochastic processes and subsets of continuous function space in the framework of upper probability. Limit results for sequences of functional random variables and some useful inequalities are also obtained as applications.http://dx.doi.org/10.1155/2014/645947 |
| spellingShingle | Xiaoyan Chen Zengjing Chen Weak and Strong Limit Theorems for Stochastic Processes under Nonadditive Probability Abstract and Applied Analysis |
| title | Weak and Strong Limit Theorems for Stochastic Processes under Nonadditive Probability |
| title_full | Weak and Strong Limit Theorems for Stochastic Processes under Nonadditive Probability |
| title_fullStr | Weak and Strong Limit Theorems for Stochastic Processes under Nonadditive Probability |
| title_full_unstemmed | Weak and Strong Limit Theorems for Stochastic Processes under Nonadditive Probability |
| title_short | Weak and Strong Limit Theorems for Stochastic Processes under Nonadditive Probability |
| title_sort | weak and strong limit theorems for stochastic processes under nonadditive probability |
| url | http://dx.doi.org/10.1155/2014/645947 |
| work_keys_str_mv | AT xiaoyanchen weakandstronglimittheoremsforstochasticprocessesundernonadditiveprobability AT zengjingchen weakandstronglimittheoremsforstochasticprocessesundernonadditiveprobability |