Mathematics – Probability
Scientific paper
2009-11-18
Mathematics
Probability
28 pages
Scientific paper
We introduce G-L\'{e}vy processes which develop the theory of processes with
independent and stationary increments under the framework of sublinear
expectations. We then obtain the L\'{e}vy-Khintchine formula and the existence
for G-L\'{e}vy processes. We also introduce G-Poisson processes.
Hu Mingshang
Peng Shige
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