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A universal robust limit theorem for nonlinear L\'evy processes under sublinear expectation - MaRDI portal

A universal robust limit theorem for nonlinear L\'evy processes under sublinear expectation

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Publication:6397861

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DOI10.3934/PUQR.2023001zbMath1512.60015arXiv2205.00203MaRDI QIDQ6397861

Shige Peng, Lianzi Jiang, Ming Shang Hu, Gechun Liang

Publication date: 30 April 2022

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Integro-partial differential equations (45K05) Stable stochastic processes (60G52) Nonlinear processes (e.g., (G)-Brownian motion, (G)-Lévy processes) (60G65)

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