报告题目：Ergodicity on Sublinear Expectation and Capacity Spaces

主 讲 人：冯春蓉 （英国杜伦大学 数学系 副教授）

报告时间：2020年10月26日（周一）17:00-18:00

报告地点：腾讯会议 会议 ID：436 200 369

报告摘要：

In this 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.

邀 请 人：吴盼玉 金融研究院副教授

主办：山东大学金融研究院、数学学院

欢迎各位老师同学积极参加！