Stein's Method for Law of Large Numbers under Sublinear Expectations

Abstract

Peng, S. (\cite{P08b}) proved the law of large numbers under a sublinear expectation. In this paper, we give its error estimates by Stein's method.

References in corpus (4)

• A New Central Limit Theorem under Sublinear Expectations
• Normal Approximation by Stein's Method under Sublinear Expectations
• Limit theorems with rate of convergence under sublinear expectations
• On Shige Peng's central limit theorem

Cited by in corpus (3)

• A monotone scheme for G-equations with application to the explicit convergence rate of robust central limit theorem
• Discrete-time approximation for backward stochastic differential equations driven by $G$-Brownian motion
• A note on the convergence rate of Peng's law of large numbers under sublinear expectations