Random Walk And Martingales Under Sublinear Expectations

This paper studies SL-martingales and random walk in the context of Ft-consistent sublinear expectations.We prove the related property of the con-ditional expectation on the σ-algebra FT, the convergence of backward SL-martingales, the inequality of SL-martingales.Under two assumptions, we prove Kolmogorov0-1law and Hewitt-Savage0-1law.We also give a limiting property of random walk.