Presentation Name: Ergodicity on sublinear expectation and capacity spaces
Presenter: Prof. Chunrong Feng
Date: 2018-06-24
Location: 光华东主楼1801
Abstract:

 In this talk I will rst talk an ergodic theory of an expectation-preserving map on a sublinear expectation space. We also study the ergodicity of invariant sublinear expectation of sublinear Markovian semigroup. As an example we show that G-Brownian motion on the unit circle has an invariant expectation and is ergodic. In the last part of my talk, I will discuss the ergodic theory of Invariant capacity. This is a joint work with Huaizhong Zhao.

海报

Annual Speech Directory: No.161

220 Handan Rd., Yangpu District, Shanghai ( 200433 )| Operator:+86 21 65642222

Copyright © 2016 FUDAN University. All Rights Reserved