Abstract
In this paper, we derive a new form of weak laws of large numbers for sub-linear expectation and establish the equivalence relation among this new form and the other two forms of weak laws of large numbers for sub-linear expectation. Moreover, we obtain the strong laws of large numbers for sub-linear expectation under a general moment condition by applying our new weak laws of large numbers.
MATHEMATICS SUBJECT CLASSIFICATION (2010):
Acknowledgements
The author would like to thank Professor Zengjing Chen for his help. He also thank the editor and anonymous referees for their valuable comments and useful suggestions.