Survey on normal distributions,central limit theorem,Brownian motion and the related stochastic calc

来源 :中国科学：数学英文版 | 被引量 : 0次 | 上传用户：moowoo

【摘要】

：

This is a survey on normal distributions and the related central limit theorem under sublinear expectation.We also present Brownian motion under sublinear expec

【作者】

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ShiGe Peng (1)

【机构】

：

1.InstituteofMathematics

【出处】

：

中国科学：数学英文版

【发表日期】

：

2009年7期

【关键词】

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probability and DISTRIBUTION uncertainty normal DISTRIBUTION BROWNIAN motion cen

【基金项目】

：

supported by National Basic Research Program of China (Grant No.2007CB814900)(Financial Risk)

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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 to

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