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In this paper, we establish complete convergence for sequen\-ces of extended independent random variables and arrays of rowwise extended independent random variables under sub-linear expectations in Peng's framework. The results obtained in this paper extend the corresponding ones of Baum and Katz \cite{18} and Hu and Taylor \cite{17} from classical probability space to sub-linear expectation space.
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참고문헌 (26)
참고문헌 신청
L. E. Baum / 1965 / Convergence rates in the law of large numbers / Trans. Amer. Math. Soc 120:108~123
Z. Chen / 2002 / Ambiguity, risk, and asset returns in continuous time / Econo-metrica 70(4):1403~1443
Z. Chen / 2014 / A law of the iterated logarithm under sublinear expectations / Int. J. Financ. Eng 1(2):23
Z. Chen / 2013 / A strong law of large numbers for non-additive probabilities / Internat. J. Approx. Reason 54(3):365~377
L. Denis / 2006 / A theoretical framework for the pricing of contingent claims in the presence of model uncertainty / Ann. Appl. Probab 16(2):827~852
Z. Chen / 2002 / Ambiguity, risk, and asset returns in continuous time / Econo-metrica 70(4):1403~1443
Z. Chen / 2014 / A law of the iterated logarithm under sublinear expectations / Int. J. Financ. Eng 1(2):23
Z. Chen / 2013 / A strong law of large numbers for non-additive probabilities / Internat. J. Approx. Reason 54(3):365~377
L. Denis / 2006 / A theoretical framework for the pricing of contingent claims in the presence of model uncertainty / Ann. Appl. Probab 16(2):827~852
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