G-expectations in infinite dimensional spaces and related PDEs

In this thesis, we extend the G-expectation theory to infinite dimensions. Such notions as a covariation set of G-normal distributed random variables, viscosity solution, a stochastic integral drive by G-Brownian motion are introduced and described in the given infinite dimensional case. We also give a probabilistic representation of the unique viscosity solution to the fully nonlinear parabolic PDE with unbounded first order term in Hilbert space in terms of G-expectation theory.