题  目：Some Inequalities and Limit Theorems under Sublinear Expectations

报告人：胡泽春南京大学数学系教授

时  间：2015.06.11(周四) 16:00-17:00

地  点：金融工程研究中心105学术报告厅

摘  要：In this talk, I will discuss Doob’s inequality for submartingale, Kolmogorov’s inequality, Jensen’s inequality, central limit theorems and laws of Largenumbers undersublinear expectations. The talk is based on the following three papers:
[1] Ze-Chun Hu, Yan-Zhi Yang: Some inequalities and limit theorems under sublinear expectations,Accepted by ActaMathematicaeApplicataeSinica (English Series), 2014.

[2]Ze-Chun Hu, Ling Zhou: Multi-dimensional central limit theorems and laws of large numbersunder sublinear expectations, Acta MathematicaSinica (English Series), 31(2), 305-318(2015).

[3] Ze-Chun Hu, Zhen-Ling Wang: Jensen‘s inequality for backward SDEs driven by ?-Brownianmotion, Archiv der Mathematik, 104, 491-500 (2015).

报告人简介：胡泽春南京大学数学系教授，四川大学概率统计博士学位，师从中科院马志明院士。主页：http://math.nju.edu.cn/~huzc/