Title: Covering the Uncertainty of Distributions by Nonlinear Expectation, Nonlinear PDE and BSDE

Speaker: Shige Peng

Date: August 11
Time: 10:00 - 11:00
Room: Ballroom A

Chair: Zhiming Ma

Abstract: The uncertainty of probability distributions can be described and calculated by nonlinear expectation. Nonlinear parabolic PDE plays a crucially important role in the modeling and calculation of this model uncertainty problem. The theoretical foundation is our new law of large numbers and central limit theorem in the framework of nonlinear expectation. We also discuss the corresponding continuous time frameworks.


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