论文标题

在标准性期望下最大分布的随机字段

Maximally distributed random fields under sublinear expectation

论文作者

Li, Xinpeng, Peng, Shige

论文摘要

本文重点介绍了均匀期望空间上的最大分布,并引入了具有最大分布有限维分布的新型随机字段。构建了相应的空间最大分布的白噪声,其中包括时间空间状况作为特殊情况,这是由于最大分布的对称独立性。另外,在没有通常的intaptabless intaptaption的情况下,以相当直接的方式建立了相对于空间或时间空间最大分布的白色噪声的随机积分。

This paper focuses on the maximal distribution on sublinear expectation space and introduces a new type of random fields with the maximally distributed finite-dimensional distribution. The corresponding spatial maximally distributed white noise is constructed, which includes the temporal-spatial situation as a special case due to the symmetrical independence property of maximal distribution. In addition, the stochastic integrals with respect to the spatial or temporal-spatial maximally distributed white noises are established in a quite direct way without the usual assumption of adaptability for integrand.

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