Mingshang Hu

activity

20082023

most citedFunction spaces and capacity related to a Sublinear Expectation: application to G-Brownian Motion Pathes

45 citations · 207 across the 43 of their papers we have counts for

collaborators

Showing 2021 · math.PRShow all

2 papers · 2 filters

math.PR2021

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

Mingshang Hu, Xiaojuan Li, Xinpeng Li

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 So…

math.PR2021★ 1 cited

On the rate of convergence for an $α$ -stable central limit theorem under sublinear expectation

Mingshang Hu, Lianzi Jiang, Gechun Liang

In this paper, we propose a monotone approximation scheme for a class of fully nonlinear degenerate partial integro-differential equations (PIDEs) which characterize the nonlinear…

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

On the rate of convergence for an α-stable central limit theorem under sublinear expectation

On the rate of convergence for an $α$ -stable central limit theorem under sublinear expectation