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(周三) 10:00-11:00
地点:腾讯会议ID:872 827 455
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.
English

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