A Law of the Iterated Logarithm for Sub-Linear Expectation Under a General Moment Condition
In this paper, we obtain the law of the iterated logarithm under a general moment condition with respect to sub-linear expectation. We present a novel proof by combining the exponential inequality with the subsequence method. Moreover, we show that the general moment condition we indicated is the we...
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| Hlavní autoři: | , |
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| Médium: | Artigo |
| Jazyk: | Inglês |
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MDPI AG
2026-07-01
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| Edice: | Mathematics |
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| On-line přístup: | https://www.mdpi.com/2227-7390/14/13/2401 |
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