Tianyuan Mathematical Center
in Southwest China

2018 Thematic Program (II)

Ergodicity on sublinear expectation and capacity spaces

[TMCSC]

June 28, 2018  11:00-12:00

W303  School of Mathematics, Sichuan University

SPEAKER

Chunrong Feng (Loughborough University)

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.

ORGANIZERS

Kening Lu (Sichuan University)

Weinian Zhang (Sichuan University)

Wen Huang (Sichuan University)

Zeng Lian (Sichuan University)

Xiaohu Wang (Sichuan University)

Linfeng Zhou (Sichuan University)

Jun Shen (Sichuan University)

SUPPORTED BY

Tianyuan Mathematical Center in Southwest China

School of Mathematics, Sichuan University