\(G\)-Lévy processes under sublinear expectations (Q2038276)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(G\)-Lévy processes under sublinear expectations |
scientific article |
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\(G\)-Lévy processes under sublinear expectations (English)
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6 July 2021
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sublinear expectation
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\(G\)-normal distribution
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\(G\)-Brownian motion
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\(G\)-expectation
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Lévy process
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\(G\)-Lévy process
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\(G\)-Poisson process
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Lévy-Khintchine formula
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Lévy-Itô decomposition
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