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On the laws of the iterated logarithm with mean-uncertainty under sublinear expectations

The authors thank Professor Li-Xin Zhang for the constructive discussion concerning the relationship between regularity of the sublinear expectation and the existence of countably sub-additive capacity. This work is supported by NSF of Shandong Province (Grant No.ZR2021MA018), National Key R&D Program of China (Grant No.2018YFA0703900), NSF of China (Grant No.11601281) and the Young Scholars Program of Shandong University.

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  • Mathematics Subject Classification: 60F15.


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