Maximally distributed random fields under sublinear expectation

Xinpeng Li; Shige Peng

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arXiv · 2202.10699

Maximally distributed random fields under sublinear expectation

Xinpeng Li·Shige Peng

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Abstract

This paper focuses on the maximal distribution on sublinear expectation space and introduces a new type of random fields with the maximally distributed finite-dimensional distribution. The corresponding spatial maximally distributed white noise is constructed, which includes the temporal-spatial situation as a special case due to the symmetrical independence property of maximal distribution. In addition, the stochastic integrals with respect to the spatial or temporal-spatial maximally distributed white noises are established in a quite direct way without the usual assumption of adaptability for integrand.

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Xinpeng Li, Shige Peng. 2022-02-22. Maximally distributed random fields under sublinear expectation. https://arxiv.org/abs/2202.10699

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