Event
Ze-Chun Hu, Sichuan University
Thursday, February 2, 2017 16:30to17:30
Burnside Hall
room 1205, 805 rue Sherbrooke Ouest, Montreal, QC, H3A 0B9, CA
Inequalities, limit theorems and convergence of random variables under sublinear expectations.
This talk consists of five parts. In the first part, we introduce some basic definitions and theorems on sublinear expectations. In the 2nd part, we introduce Doob鈥檚 inequality for submartingales and Kolmogorov鈥檚 inequality under sublinear expectations, and present a strong law of large numbers for iid random variables under the one-order type moment condition. In the 3rd part, we present some multi-dimensional central limit theorems and laws of large numbers under sublinear expectations. In the 4th part, we consider Jensen鈥檚 inequality for nonlinear expectations associated with backward SDEs driven by G-Brownian motion. In the 5th part, we discuss convergence of random variables under sublinear expectations.