On representation theorem of sublinear expectation related to \(G\)-Lévy process and paths of \(G\)-Lévy process

DOI10.1016/j.spl.2013.01.031zbMath1287.60072arXiv1110.5448OpenAlexW2004044229MaRDI QIDQ385081

Liying Ren

Publication date: 29 November 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1110.5448

zbMATH Keywords

sublinear expectation\(G\)-Lévy processcàdlàg paths

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items

Upper bounds for ruin probabilities under model uncertainty, On the averaging principle for stochastic differential equations driven by \(G\)-Lévy process, Existence of solution for stochastic differential equations driven by \(G\)-Lévy process with discontinuous coefficients, Stabilization of stochastic differential equations driven by G-Lévy process with discrete-time feedback control, An \(\alpha\)-stable limit theorem under sublinear expectation, Exponential stability of solutions to stochastic differential equations driven by \(G\)-Lévy process, Nonlinear Lévy processes and their characteristics

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