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 M3//EN
VERSION:2.0
CALSCALE:GREGORIAN
METHOD:PUBLISH
BEGIN:VEVENT
DTSTAMP:20220930T121356Z
DTSTART:20221005T140000Z
DTEND:20221005T150000Z
SUMMARY:Gechun Liang - Robust limit theorem for nonlinear Levy processes 
 under sublinear expectation (online)
UID:{http://www.columbasystems.com/customers/uom/gpp/eventid/}x9u-l8a92yr
 h-xgkl3l
DESCRIPTION:Gechun Liang (University of Warwick) will speak in the Probab
 ility seminar. \n\nWe introduce a universal robust limit theorem under a
  sublinear expectation framework. It covers both Peng's robust CLT and B
 ayraktar-Munk's robust limit theorem for alpha-stable distribution. To p
 rove the convergence\, we develop a novel weak convergence approach base
 d on the notion of tightness and weak compactness on a sublinear expecta
 tion space. We further prove a new type of Levy-Khintchine representatio
 n formula to characterise the limit nonlinear Levy process. To establish
  the convergence rate\, we use and extend techniques introduced by Krylo
 v and Barles-Jakobsen for the monotone schemes for viscosity solutions. 
 Based on a series of joint works with Mingshang Hu\, Shuo Huang\, Lianzi
  Jiang and Shige Peng.
STATUS:TENTATIVE
TRANSP:TRANSPARENT
CLASS:PUBLIC
LOCATION:Zoom: https://zoom.us/j/97662591193
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