Title : A central limit theorem for sets of probability measures

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Affiliation of Author(s):数学学院

Title of Paper:A central limit theorem for sets of probability measures

Journal:Stochastic Processes and their Applications

Key Words:Ambiguity;Backward stochastic differential equation;Central limit theorem;Model uncertainty;Random walk;Robustness

First Author:Zengjing Chen

Correspondence Author:Larry G. Epstein

Document Code:1557660965080825858

Volume:152

Page Number:424-451

Number of Words:25

Translation or Not:no

Date of Publication:2022-10-01