Geodesic
Probability Theory
On Cramér's theorem for capacities
[Sur théorème de Cramér pour capacités]

Présenté par : Paul Malliavin

Hu, Feng1
1 School of Mathematics, Shandong University, 250100 Jinan, China
Comptes Rendus. Mathématique, Tome 348 (2010) no. 17-18, pp. 1009-1013.

Voir la notice de l'article provenant de la source Numdam

In this Note, our aim is to obtain Cramér's upper bound for capacities induced by sublinear expectations.

Dans cette Note, notre objet est d'obtenir la borne supérieure de Cramér pour les capacités induites par des espérances sous-linéaires.

Reçu le :
Accepté le :
Publié le :
DOI : 10.1016/j.crma.2010.07.033

Hu, Feng 1

1 School of Mathematics, Shandong University, 250100 Jinan, China 
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Hu, Feng. On Cramér's theorem for capacities. Comptes Rendus. Mathématique, Tome 348 (2010) no. 17-18, pp. 1009-1013. doi : 10.1016/j.crma.2010.07.033. http://geodesic.mathdoc.fr/articles/10.1016/j.crma.2010.07.033/

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☆ This work has been supported by the National Basic Program of China (973 Program) (No. 2007CB814901) and the National Natural Science Foundation of China (No. 10771119).