Related papers: Hyperfinite Construction of $G$-expectation
In this paper, we obtain a new estimate for uniform integrability under sublinear expectations. Based on this, we establish the limit theorems under nonlinear expectations dominated by sublinear expectations through tightness, and the limit…
This paper presents a novel possible worlds semantics, designed to elucidate the underpinnings of ultrafinitism. By constructing a careful modification of the well-known Kripke models for inuitionistic logic, we seek to extend our…
We show that for any discrete semigroup $X$ the semigroup operation can be extended to a right-topological semigroup operation on the space $G(X)$ of inclusion hyperspaces on $X$. We detect some important subsemigroups of $G(X)$, study the…
Arakeljan's Theorem provides conditions on a relatively closed subset $F$ of a domain $G\subset\mathbb{C}$, such that any continuous function $f:F\rightarrow\mathbb{C}$ that is analytic in $F^\circ$, can be approximated by analytic…
This investigation pertains to the construction of a class of generalised deformed derivative operators which furnish the familiar finite difference and the q-derivatives as special cases. The procedure involves the introduction of a linear…
Many inference problems involving questions of optimality ask for the maximum or the minimum of a finite set of unknown quantities. This technical report derives the first two posterior moments of the maximum of two correlated Gaussian…
A Newton--Kantorovich-type argument enables the a posteriori existence verification of a unique regular root near a computed approximation, purely from computable data. This framework allows for non-selfadjoint problems and extends the…
In this paper, we study the ergodicity of invariant sublinear expectation of sublinear Markovian semigroup. For this, we first develop an ergodic theory of an expectation-preserving map on a sublinear expectation space. Ergodicity is…
Let $\Delta$ be a finite set and $G$ be a subgroup of $\operatorname{Sym}(\Delta)$. An irredundant base for $G$ is a sequence of points of $\Delta$ yielding a strictly descending chain of pointwise stabilisers, terminating with the trivial…
The canonical theory of sublinear expectations, a foundation of stochastic calculus under ambiguity, is insensitive to the non-convex geometry of primitive uncertainty models. This paper develops a new stochastic calculus for a structured…
Peng (2006) initiated a new kind of central limit theorem under sub-linear expectations. Song (2017) gave an estimate of the rate of convergence of Peng's central limit theorem. Based on these results, we establish a new kind of almost sure…
In this paper, we solve the existence problem of optimal stopping problem under some kind of nonlinear expectation named g_\Gamma expectation which was recently introduced in Peng, S.G. and Xu, M.Y. [8]. Our method based on our preceding…
We develop some nonstandard techniques for bornological and coarse spaces. We first generalise the notion of bornology to prebornology, which better fits to coarse spaces. We then give nonstandard characterisations of some basic large-scale…
This paper considers the nonlinear theory of G-martingales as introduced by Peng. A martingale representation theorem for this theory is proved by using the techniques and the results established in an accompanying paper for the second…
The theory of the operator $$G(x) = |\underline{x}|^2 \frac{\partial }{\partial x_0} + \underline{x} \sum_{j=1}^n x_j \frac{\partial }{\partial x_j} $$ is deeply associated with the slice monogenic function theory and has grown in recent…
Let G be a fixed connected multigraph with no loops. A random n-lift of G is obtained by replacing each vertex of G by a set of n vertices (where these sets are pairwise disjoint) and replacing each edge by a randomly chosen perfect…
Peng (2008)(\cite{P08b}) proved the Central Limit Theorem under a sublinear expectation: \textit{Let $(X_i)_{i\ge 1}$ be a sequence of i.i.d random variables under a sublinear expectation $\hat{\mathbf{E}}$ with…
Future measurements of primordial non-Gaussianity can reveal cosmologically produced particles with masses of order the inflationary Hubble scale and their interactions with the inflaton, giving us crucial insights into the structure of…
We formalize a transfinite Phi process that treats all possibility embeddings as operators on structured state spaces including complete lattices, Banach and Hilbert spaces, and orthomodular lattices. We prove a determinization lemma…
Counterfactual prediction is a fundamental task in decision-making. G-computation is a method for estimating expected counterfactual outcomes under dynamic time-varying treatment strategies. Existing G-computation implementations have…