EVENT DETAILS AND ABSTRACT

Title: Dynamical and Distributional Behavior of G-Brownian Motion
Speaker: Shige Peng
Speaker Info: Shandong University
Brief Description:
Special Note:
Abstract:

In a real world where probability measures cannot be entered determined the classical notion of Brownian motion has to be replaced by a new type of G-Brownian motion. In this talk we present some typical dynamical and distributional properties of this G-Brownian motion, where G is a simple sublunar (Generator) function characterizing the entire behaviors of the Brownian motion.

A G-Brownian motion can be uniquely decomposed by a first order and a second order one. The first order G-Brownian motion is a very interesting incrementally stable and independent process with bounded speed.