How small are the increments of \(G\)-Brownian motion

DOI10.1016/j.spl.2022.109464zbMath1492.60144OpenAlexW4220980560MaRDI QIDQ2670767

Ming Zhou Xu, Kun Cheng

Publication date: 1 June 2022

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2022.109464

zbMATH Keywords

\(G\)-Brownian motionsublinear expectationErdős-Rényi lawssmall increments of \(G\)-Brownian motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Sums of independent random variables; random walks (60G50) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

Related Items (1)

Convergence of linear processes generated by negatively dependent random variables under sub-linear expectations

Cites Work

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