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The Structures and Properties of Processes under Sublinear Expectations

2019-07-02 15:30

报告人: 宋永生

报告人单位: 中国科学院数学与系统科学研究院

时间: 2019-07-02 15:30-17:00

地点: 卫津路校区6号楼111教

开始时间: 15:40

报告人简介: 副研究员

年: 2019

日月: 07.02

Under sublinear expectations, stochastic processes show quite different properties from those in a probability space. For example, continuous martingales with finite variation are no longer trivial. 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.

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