Product space for two processes with independent increments under nonlinear expectations
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Publication:507790
DOI10.1214/17-ECP46zbMath1395.60039arXiv1601.05507OpenAlexW2962884291MaRDI QIDQ507790
Qiang Gao, Guomin Liu, Xiaojun Ji, Ming Shang Hu
Publication date: 7 February 2017
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1601.05507
Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Foundations of stochastic processes (60G05)