170 citations · 897 across the 35 of their papers we have counts for
4 papers · 1 filter
Self-normalized moderate deviation and laws of the iterated logarithm under G-expectation
Li-Xin Zhang
The sub-linear expectation or called G-expectation is a nonlinear expectation having advantage of modeling non-additive probability problems and the volatility uncertainty in finan…
Convergence to a self-normalized G-Brownian motion
Li-Xin Zhang
G-Brownian motion has a very rich and interesting new structure which nontrivially generalizes the classical one. Its quadratic variation process is also a continuous process with…
Donsker's invariance principle under the sub-linear expectation with an application to Chung's law of the iterated logarithm
Li-Xin Zhang
We prove a new Donsker's invariance principle for independent and identically distributed random variables under the sub-linear expectation. As applications, the small deviations a…
Response-adaptive randomization: an overview of designs and asymptotic theory
Li-Xin Zhang
In this paper we provide an overview of important research works on response-adaptive randomization completed in the past decades.