A central limit theorem for sets of probability measures
نویسندگان
چکیده
We prove a central limit theorem for sequence of random variables whose means are ambiguous and vary in an unstructured way. Their joint distribution is described by set (suitably equivalent) probability measures. The defined backward stochastic differential equation that can be interpreted as modeling continuous-time walk.
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2022
ISSN: ['1879-209X', '0304-4149']
DOI: https://doi.org/10.1016/j.spa.2022.07.003