On representation theorem of sublinear expectation related to G-L\'evy process and paths of G-L\'evy process
Probability
2011-11-07 v2
Abstract
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.
Keywords
Cite
@article{arxiv.1110.5448,
title = {On representation theorem of sublinear expectation related to G-L\'evy process and paths of G-L\'evy process},
author = {Liying Ren},
journal= {arXiv preprint arXiv:1110.5448},
year = {2011}
}
Comments
16 pages