Probability Colloqium
Date
Time
17:15
Location
WIAS Berlin
Shige Peng (Shandong University)
Space-time white noises in a nonlinear expectation space
Under the framework of nonlinear expectation, we introduce a new type of random fields, which contains a type of space-time white noise as a special case. Based on this result, we also introduce a space white noise. Different from the case of linear expectation, in which the probability measure is given and fixed.
Under the uncertainty of probability measures, space white noises are intrinsi- cally different from the space cases, which is generalized from G-Gaussian processes which are different from a G-Brownian motion (joint work with Xiaojun JI).