no. 17-18
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.

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

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

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://www.numdam.org/articles/10.1016/j.crma.2010.07.033/

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Cité par Sources :

☆ 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).