2 papers
math.PR2021
A weak law of large numbers for the sequence of uncorrelated fuzzy random variables
Li Guan, Jinping Zhang, Jieming Zhou
We shall prove a weak law of large numbers for the uncorrelated (see Definition 3.1) fuzzy random variable sequence with respect to the uniform Hausdorff metric , whi…
q-fin.RM2018
Dynamic risk measures for fluctuations in market volatility under Bochner-Lebesgue spaces
Fei Sun, Jingchao Li, Jieming Zhou
Starting from the global financial crisis to the more recent disruptions brought about by geopolitical tensions and public health crises, the volatility of risk in financial market…