Gechun Liang

most citedPseudo Linear Pricing Rule for Utility Indifference Valuation

2 citations · 3 across the 3 of their papers we have counts for

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math.PR2023★ 1 cited

Convergence rates for Chernoff-type approximations of convex monotone semigroups

Jonas Blessing, Lianzi Jiang, Michael Kupper +1

We provide explicit convergence rates for Chernoff-type approximations of convex monotone semigroups which have the form $S (t) f = lim_{n \to \infty} I (\frac{t}{n})^{n} f$ for bounded con…

math.PR2023

A robust $α$ -stable central limit theorem under sublinear expectation without integrability condition

Lianzi Jiang, Gechun Liang

This article relaxes the integrability condition imposed in the literature for the robust $α$ -stable central limit theorem under sublinear expectation. Specifically, for $α\in(0,1]…

Convergence rates for Chernoff-type approximations of convex monotone semigroups

A robust α-stable central limit theorem under sublinear expectation without integrability condition

A robust $α$ -stable central limit theorem under sublinear expectation without integrability condition