


























In this paper, we propose a monotone approximation scheme for a class of fully nonlinear degenerate partial integro-differential equations (PIDEs) which characterize the nonlinear $α$-stable Lévy processes under sublinear expectation space with $α\in(1,2)$. We further establish the error bounds for the monotone approximation scheme. This in turn yields an explicit Berry-Esseen bound and convergence rate for the $α$-stable central limit theorem under sublinear expectation.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。