Stochastic Processes under Sublinear Expectations
时间: 2021-06-21  作者:   浏览次数: 1500

报告人宋永生 研究员,中国科学院数学与系统科学研究院

时间2021.06.23() 10:00-11:00

地点:腾讯会议ID872 827 455

 

 

摘要

In this talk, I shall give an introduction to the structures and properties of processes under sublinear expectations, including G-martingales, G-supermartingales and G-Ito processes, which are quite different from the classical ones due to the additional terms of G-martingales with finite variation.