Nonlinear Lévy processes and their characteristics
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Publication:2826754
DOI10.1090/tran/6656zbMath1356.60075arXiv1401.7253OpenAlexW1940978470MaRDI QIDQ2826754
Publication date: 18 October 2016
Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1401.7253
Knightian uncertaintypartial integro-differential equationsublinear expectationsemimartingale characteristicsnonlinear Lévy process
Processes with independent increments; Lévy processes (60G51) Martingales with continuous parameter (60G44) Integro-partial differential equations (35R09)
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