S. Peng

collaborators

3 papers

cs.CE2026

Responsive Distribution of G-normal Random Variables

Ziting Pei, Shige Peng, Xingye Yue +1

A $G$ -normal random variable $X \sim N (0, [I ¨ ^{2}, I ¨ ^{2}])$ does not admit a unique probability law due to volatility uncertainty. For a given test function…

math.PR2026

Stochastic heat equations driven by space-time $G$ -white noise under sublinear expectation

Xiaojun Ji, Shige Peng

In this paper, we study the stochastic heat equation driven by a multiplicative space-time $G$ -white noise within the framework of sublinear expectations. The existence and uniquen…

math.PR2024

Ergodicity and Mixing of Sublinear Expectation System and Applications

Wen Huang, Chunlin Liu, Shige Peng +1

We utilize an ergodic theory framework to explore sublinear expectation theory. Specifically, we investigate the pointwise Birkhoff's ergodic theorem for invariant sublinear expect…

Responsive Distribution of G-normal Random Variables

Stochastic heat equations driven by space-time G-white noise under sublinear expectation

Ergodicity and Mixing of Sublinear Expectation System and Applications

Stochastic heat equations driven by space-time $G$ -white noise under sublinear expectation