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...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.展开更多
基金supported by National Natural Science Foundation of China (Grant No. L1624032)
文摘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.
