64 citations · 80 across the 3 of their papers we have counts for
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math.PR2011★ 11 cited
Moment bounds for IID sequences under sublinear expectations
Feng Hu
In this paper, with the notion of independent identically distributed (IID) random variables under sublinear expectations introduced by Peng [7-9], we investigate moment bounds for…
math.PR2011★ 5 cited
General laws of large numbers under sublinear expectations
Feng Hu
In this paper, under some weaker conditions, we give three laws of large numbers under sublinear expectations (capacities), which extend Peng's law of large numbers under sublinear…
math.PR2011★ 64 cited
A law of the iterated logarithm sublinear expectations
Zengjing Chen, Feng Hu
In this paper, motivated by the notion of independent identically distributed (IID) random variables under sub-linear expectations initiated by Peng, we investigate a law of the it…