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.