Let X, X1, X2, be a sequence of nondegenerate i.i.d, random variables with zero means, which is in the domain of attraction of the normal law. Let （ani, 1 ≤ i ≤n,n ≥1} be an array of real numbers with some suitab...Let X, X1, X2, be a sequence of nondegenerate i.i.d, random variables with zero means, which is in the domain of attraction of the normal law. Let （ani, 1 ≤ i ≤n,n ≥1} be an array of real numbers with some suitable conditions. In this paper, we show that a central limit theorem for self-normalized weighted sums holds. We also deduce a version of ASCLT for self-normalized weighted sums.展开更多
In this paper, we study the property of continuous dependence on the parameters of stochastic integrals and solutions of stochastic differential equations driven by the G-Brownian motion. In addition, the uniqueness a...In this paper, we study the property of continuous dependence on the parameters of stochastic integrals and solutions of stochastic differential equations driven by the G-Brownian motion. In addition, the uniqueness and comparison theorems for those stochastic differential equations with non-Lipschitz coefficients are obtained.展开更多
基金Supported by the National Natural Science Foundation of China (No. 10971081, 11101180).
文摘Let X, X1, X2, be a sequence of nondegenerate i.i.d, random variables with zero means, which is in the domain of attraction of the normal law. Let （ani, 1 ≤ i ≤n,n ≥1} be an array of real numbers with some suitable conditions. In this paper, we show that a central limit theorem for self-normalized weighted sums holds. We also deduce a version of ASCLT for self-normalized weighted sums.
文摘In this paper, we study the property of continuous dependence on the parameters of stochastic integrals and solutions of stochastic differential equations driven by the G-Brownian motion. In addition, the uniqueness and comparison theorems for those stochastic differential equations with non-Lipschitz coefficients are obtained.
