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20052009
most citedA New Central Limit Theorem under Sublinear Expectations

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…