报告人：陈增敬教授 （山东大学）
时间：2021-04-23 14:00-15:00
地点：Online (Tencent Meeting)
Abstract: We prove a central limit theorem for a sequence of random vari-ables whose means are ambiguous and vary in an unstructured way. Their joint distribution is described by a set of measures. The limit is (not the normal distribution and is) defined by a backward stochastic differential equation that can be interpreted as modeling an ambiguous continuous-time random walk.
