G-L\'{e}vy Processes under Sublinear Expectations
classification
🧮 math.PR
keywords
processesexpectationsintroducesublinearunderdevelopexistenceformula
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We introduce G-L\'{e}vy processes which develop the theory of processes with independent and stationary increments under the framework of sublinear expectations. We then obtain the L\'{e}vy-Khintchine formula and the existence for G-L\'{e}vy processes. We also introduce G-Poisson processes.
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