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

Details On representation theorem of sublinear expectation related to G-Lévy process and paths of G-Lévy process On representation theorem of sublinear expectation related to G-Lévy process and paths of G-Lévy process

2011-10-25

arxiv.org/abs/1110.5448v2

Mathematics

Probability

16 pages

Scientific paper

In this paper, we are concerned with the representation of an important
sublinear expectation under which framework a new stochastic process G-L\'evy
process has been introduced. We show the existence of a weakly compact family
of probability measures to give the representation by using two different
methods.

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