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

DOI10.1016/j.spl.2013.01.031zbMath1287.60072arXiv1110.5448MaRDI 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 process; càdlàg paths

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

Related Items

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

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