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Speaker:

冯春蓉 博士,Durham University

Inviter: 朱湘禅 研究员
Title:
Ergodicity on Sublinear Expectation and Capacity Spaces
Time & Venue:

2021.6.23 16:00 Zoom会议: 942 676 4296 密码:123456

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. Moreover, I will discuss the ergodic theory of invariant capacity.

This is a joint work with Huaizhong Zhao.

Affiliation: