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arXiv · 2107.02465

A note on the convergence rate of Peng's law of large numbers under sublinear expectations

Mingshang Hu·Xiaojuan Li·Xinpeng Li
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Abstract

This short note provides a new and simple proof of the convergence rate for Peng's law of large numbers under sublinear expectations, which improves the corresponding results in Song [15] and Fang et al. [3].

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Mingshang Hu, Xiaojuan Li, Xinpeng Li. 2021-07-06. A note on the convergence rate of Peng's law of large numbers under sublinear expectations. https://arxiv.org/abs/2107.02465

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