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本刊英文版2009年52卷第7期摘要
摘    要:Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
PENG ShiGe
Abstract 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 Ito'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.

关 键 词:《中国科学:A辑》  英文摘要  内容介绍  期刊

Special Issue on Probability in Celebration of the Launch of IMS China
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