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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.

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