The Structure and Properties of Martingales under Nonlinear Expectation

  • [2017-03-21]

    Speaker:

    SONG Yongsheng

    Chinese Academy of mathematics and Systems Science

    Time: 2017-04-01 15:00-16:00
    Place: Room 1518, School of Mathematical Sciences

    Detail:

    As is known, martingales are a class of very important processes in the probability space. Under the nonlinear expectation introduced by Shige Peng, the structure of martingales is much more complicated than that of the classical ones. For example, the continuous martingales with finite variation are not trivial processes any more. In this talk, I shall give an introduction to the structure and properties of martingales under nonlinear expectation.

    Organizer:  School of Mathematical Sciences
       

  • MORE NEWS

HIGHLIGHT

Highlight of USTC

According to the latest Nature Publishing Index (NPI) Asia-Pacific and The Nature Publishing Index China, University of Science and Technology of China tops in Chinese universities again. The rankings are based on the number of papers that were published in Nature journals during the last 12 months.

Highlight

This article came from News Center of USTC.