Spatial and temporal white noises under sublinear G-expectation


报告专家:彭实戈院士(山东大学)

报告时间:202285日(周五) 下午3:004:00

腾讯会议ID555-461-129  密码 0805

Abstract : Under the framework of sublinear expectation, we introduce a type of G-Gaussian random fields, which contains a type of spatial white noise as a special case. We also construct spatial-temporal G-white noise. Different from the case of linear expectation, in which the probability measure needs to be known, under the uncertainty of probability measures, spatial G-white noises is intrinsically different from the temporal case.

 

报告人简介:彭实戈,中国科学院院士,山东大学教授,主要从事随机控制、金融数学和概率统计等领域的研究。曾获国家自然科学奖、苏步青应用数学奖、华罗庚数学奖和未来科学大奖等,先后应邀在2010年国际数学家大会和2015年国际工业与应用数学大会做1小时报告。

 

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VIDEOS

  • Spatial and temporal white noises under sublinear G-expectation
  • 15:00 - 16:00, 2022-08-05 at 腾讯会议
  • 彭实戈院士