\(G\)-Lévy processes under sublinear expectations
type: Item
instance of: scholarly article
title: \(G\)-Lévy processes under sublinear expectations
zbMATH Open document ID: 1480.60158
author: Mingshang Hu
author: Shige Peng
published in: Probability, Uncertainty and Quantitative Risk
publication date: 2021-07-06T00:00:00Z
full work available at URL: https://arxiv.org/abs/0911.3533
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 7368211
zbMATH Keywords: sublinear expectation
zbMATH Keywords: \(G\)-normal distribution
zbMATH Keywords: \(G\)-Brownian motion
zbMATH Keywords: \(G\)-expectation
zbMATH Keywords: Lévy process
zbMATH Keywords: \(G\)-Lévy process
zbMATH Keywords: \(G\)-Poisson process
zbMATH Keywords: Lévy-Khintchine formula
zbMATH Keywords: Lévy-Itô decomposition
MaRDI profile type: Publication
OpenAlex ID: W3142426491
arXiv ID: 0911.3533
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DOI: 10.3934/PUQR.2021001
description: scientific article