168 citations · 460 across the 9 of their papers we have counts for
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math.PR2008★ 168 cited
A New Central Limit Theorem under Sublinear Expectations
Shige Peng
We describe a new framework of a sublinear expectation space and the related notions and results of distributions, independence. A new notion of G-distributions is introduced which…
math.PR2008
Jensen's Inequality for g-Convex Function under g-Expectation
Guangyan Jia, Shige Peng
A real valued function defined on} {\small is called}{\small --convex if it satisfies the following \textquotedblleft generalized Jensen's inequality\textquotedblrig…