Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Preprint |
| Published: |
2021
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2107.11076 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Table of Contents:
- 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.