
Information Technology and Computer Application Engineering – Liu, Sung & Yao (Eds)
© 2014 Taylor & Francis Group, London, ISBN 978-1-138-00079-7
An invariance principle of SLLN for G-quadratic variational process under
capacities
X.Y. Chen
Graduate Department of Financial Engineering, Ajou University, Suwon, Gyeonggi-do, South Korea
ABSTRACT: In this paper, under a pair of capacities (V , v), we will investigate an invariance principle of
strong law of large numbers for G-quadratic variational process {B
t
, t ≥0}, which was introduced by Peng in
2005 (see Peng 2007a) in a framework of G-expectation . We prove the cluster set of limit points of the ...