Spatial and temporal white noises under sublinear G-expectation

来源 :中国科学:数学(英文版) | 被引量 : 0次 | 上传用户:sprach
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Under the framework of sublinear expectation,we introduce a new type of G-Gaussian random fields,which contains a type of spatial white noise as a special case.Based on this result,we also introduce a spatial-temporal G-white noise.Different from the case of linear expectation,in which the probability measure needs to be known,under the uncertainty of probability measures,spatial white noises are intrinsically different from temporal cases.
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