Invariant sublinear expectations

DOI10.1016/J.SPA.2026.104943MaRDI QIDQ7250443zbMATH OpenFDO

Authors Yongsheng Song

Publication date 20 May 2026

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.SPA.2026.104943

zbMATH Keywords

invariant sublinear expectationperiodic decompositionstrong ergodicity

Mathematics Subject Classification ID

Integration with respect to measures and other set functions (28A25) Measure-preserving transformations (28D05) Ergodic theorems, spectral theory, Markov operators (37A30) Axioms; other general questions in probability (60A05)

Cites work

• G-expectation, G-Brownian motion and related stochastic calculus of Itô type
• A strong law of large numbers under sublinear expectations
• Continuous ergodic capacities
• Ergodic theorems for lower probabilities
• Ergodicity of invariant capacities
• Ergodicity of sublinear Markovian semigroups
• Extension of the strong law of large numbers for capacities
• Infinite dimensional analysis. A hitchhiker's guide.
• Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation
• Nonlinear expectations and stochastic calculus under uncertainty. With robust CLT and G-Brownian motion
• Strong laws of large numbers for sub-linear expectations
• The sufficient and necessary conditions of the strong law of large numbers under sub-linear expectations

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