On the laws of the iterated logarithm with mean-uncertainty under sublinear expectations
A new Hartman–Wintner-type law of the iterated logarithm for independent random variables with mean-uncertainty under sublinear expectations is established by the martingale analogue of the Kolmogorov law of the iterated logarithm in classical probability theory. © Shandong University and AIMS, LLC....
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
American Institute of Mathematical Sciences
2022
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| Subjects: | |
| Online Access: | View Fulltext in Publisher |