博士生讨论班2024[01]
作者:
时间:2024-09-06
阅读量:354次
  • 演讲人: 顾王韫
  • 时间:2024年09月10日14:00
  • 地点:浙江大学紫金港校区行政楼1417报告厅


报告文章:Functional central limit theorem with mean-uncertainty under sublinear expectation(Xiaofan GUO & Xinpeng LI)

摘要:Introduce a fundamental model for independent and identically distributed sequence with model uncertainty on the canonical space (RN, B(RN)) via probability kernels.

Obtain a new functional central limit theorem with mean-uncertainty on the canonical space by the method based on the martingale central limit theorem and stability of stochastic integral in the classical probability theory.

Extend it to the general sublinear expectation space through a new representation theorem.