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arXiv · 1505.04954

Generalized Wasserstein distance and weak convergence of sublinear expectations

Xinpeng Li·Yiqing Lin
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Abstract

In this paper, we define the generalized Wasserstein distance for sets of Borel probability measures and demonstrate that the weak convergence of sublinear expectations can be characterized by means of this distance.

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Xinpeng Li, Yiqing Lin. 2015-10-07. Generalized Wasserstein distance and weak convergence of sublinear expectations. https://arxiv.org/abs/1505.04954

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