{"title":"g - lsm在次线性期望下进行","authors":"Mingshang Hu, S. Peng","doi":"10.3934/PUQR.2021001","DOIUrl":null,"url":null,"abstract":"We introduce G-Levy processes which develop the theory of processes with independent and stationary increments under the framework of sublinear expectations. We then obtain the Levy-Khintchine formula and the existence for G-Levy processes. We also introduce G-Poisson processes.","PeriodicalId":42330,"journal":{"name":"Probability Uncertainty and Quantitative Risk","volume":"16 1","pages":""},"PeriodicalIF":1.0000,"publicationDate":"2009-11-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"30","resultStr":"{\"title\":\"G-Lévy processes under sublinear expectations\",\"authors\":\"Mingshang Hu, S. Peng\",\"doi\":\"10.3934/PUQR.2021001\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We introduce G-Levy processes which develop the theory of processes with independent and stationary increments under the framework of sublinear expectations. We then obtain the Levy-Khintchine formula and the existence for G-Levy processes. We also introduce G-Poisson processes.\",\"PeriodicalId\":42330,\"journal\":{\"name\":\"Probability Uncertainty and Quantitative Risk\",\"volume\":\"16 1\",\"pages\":\"\"},\"PeriodicalIF\":1.0000,\"publicationDate\":\"2009-11-18\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"30\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Probability Uncertainty and Quantitative Risk\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.3934/PUQR.2021001\",\"RegionNum\":2,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Probability Uncertainty and Quantitative Risk","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.3934/PUQR.2021001","RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
We introduce G-Levy processes which develop the theory of processes with independent and stationary increments under the framework of sublinear expectations. We then obtain the Levy-Khintchine formula and the existence for G-Levy processes. We also introduce G-Poisson processes.
期刊介绍：
Probability, Uncertainty and Quantitative Risk (PUQR) is a quarterly academic journal under the supervision of the Ministry of Education of the People's Republic of China and hosted by Shandong University, which is open to the public at home and abroad (ISSN 2095-9672; CN 37-1505/O1).
Probability, Uncertainty and Quantitative Risk (PUQR) mainly reports on the major developments in modern probability theory, covering stochastic analysis and statistics, stochastic processes, dynamical analysis and control theory, and their applications in the fields of finance, economics, biology, and computer science. The journal is currently indexed in ESCI, Scopus, Mathematical Reviews, zbMATH Open and other databases.
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