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

Xiaofan Guo; Shan Li; Xinpeng Li

doi:10.3934/puqr.2022001

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2022, Volume 7, Issue 1: 1-12. Doi: 10.3934/puqr.2022001

This issue Previous Article Next Article Quantitative stability and numerical analysis of Markovian quadratic BSDEs with reflection

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

1.
Research Center for Mathematics and Interdisciplinary Sciences, Shandong University,Qingdao 266237, Shandong, China
2.
Frontiers Science Center for Nonlinear Expectations (Ministry of Education), Shandong University, Qingdao 266237, Shandong, China
3.
School of Mathematics, Shandong University, Jinan 250100, Shandong, China

lixinpeng@sdu.edu.cn
lixinpeng@sdu.edu.cn

Received: January 13, 2022

Accepted: March 05, 2022

Published: March 2022

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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