学术报告

Ergodicity on Sublinear Expectation and Capacity Spaces - 冯春蓉 博士(英国Loughborough大学)

题目:Ergodicity on Sublinear Expectation and Capacity Spaces

报告人:冯春蓉 博士

(英国Loughborough大学)

Abstract:

In my talk, I will first 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.

 

时间:2019年12月23日(周一)下午16:30 - 17:30

地点:565net必赢客户端本部教二楼527教室

联系人:刘兆理

 

欢迎全体师生积极参加!