Cookies

We use cookies to ensure that we give you the best experience on our website. You can change your cookie settings at any time. Otherwise, we'll assume you're OK to continue.

Durham University

Research & business

Research lectures, seminars and events

The events listed in this area are research seminars, workshops and lectures hosted by Durham University departments and research institutes. If you are not a member of the University, but  wish to enquire about attending one of the events please contact the organiser or host department.


 

Probability Seminar: Ergodicity on Sublinear Expectation and Capacity Spaces

Presented by Chunrong Feng, Durham University
9 October 2020 13:00 in Zoom (Meeting ID: 97292210339, Password: 954590)

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. Moreover, I will discuss the ergodic theory of invariant capacity.
This is a joint work with Huaizhong Zhao.

Contact ellen.g.powell@durham.ac.uk for more information