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math.PR2026
Stochastic heat equations driven by space-time -white noise under sublinear expectation
Xiaojun Ji, Shige Peng
In this paper, we study the stochastic heat equation driven by a multiplicative space-time -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…