On representation theorem of sublinear expectation related to G-Lévy process and paths of G-Lévy process

Liying Ren

Type: Preprint

Publication Date: 2011-01-01

Citations: 3

DOI: https://doi.org/10.48550/arxiv.1110.5448

View Publication

Locations

arXiv (Cornell University) - View - PDF
DataCite API - View

Similar Works

Action	Title	Year	Authors
+	On representation theorem of sublinear expectation related to -Lévy process and paths of -Lévy process	2013	Liying Ren
+	G-Lévy Processes under Sublinear Expectations	2009	Mingshang Hu Shigē Péng
+	<i>G</i>-Lévy processes under sublinear expectations	2021	Mingshang Hu Shigē Péng
+	Itô calculus and jump diffusions for $G$-Lévy processes	2012	Krzysztof Paczka
+ PDF Chat	On representation theorem of G-expectations and paths of G-Brownian motion	2009	Mingshang Hu Shigē Péng
+	Path independence of the additive functionals for stochastic differential equations driven by G-Lévy processes	2020	Huijie Qiao Jiang-Lun Wu
+	Representation of G-martingales as stochastic integrals with respect to the G-Brownian motion	2010	Qian Lin
+	Function spaces and capacity related to a Sublinear Expectation: application to G-Brownian Motion Pathes	2008	Laurent Denis Mingshang Hu Shigē Péng
+	L^p(p>2)-strong convergence in stochastic averaging principle for two time-scales stochastic evolution equations driven by Lévy process	2015	Bin Pei Yong Xu
+	On the Averaging Principle For Stochastic Differential Equations Driven by G-Levy Process	2022	Yuan Mingxia Bingjun Wang
+	Generalized Mittag-Leffler Lévy process and its connections to first passage times of Lévy subordinators	2020	Janusz Gajda
+	Exponential Stability of Solutions to Stochastic Differential Equations Driven by G-Levy Process	2018	Bingjun Wang Hui Gao
+	Levy processes: long time behavior and convolution-type form of the Ito representation of the infinitesimal generator	2013	Lev Sakhnovich
+	G-Brownian Motion and Dynamic Risk Measure under Volatility Uncertainty	2007	Shigē Péng
+	On Representation Theorem of G G-Expectations and Paths	2009	Mingshang Hu Shigē Péng
+	Existence and uniqueness theorem of solution for stochastic differential equations driven by G-Brownian motion	2024	Chalabi El- Hacène Ouaoua Amar
+	Lévy Processes: Convolution-type Form of the Infinitesimal Generator	2015	Lev Sakhnovich
+ PDF Chat	Action Functionals for Stochastic Differential Equations with Lévy Noise	2019	Shenglan Yuan Jinqiao Duan
+ PDF Chat	Logarithmic Lévy process directed by Poisson subordinator	2019	Penka Mayster Assen Tchorbadjieff
+	$G$-martingale representation in the $G$-L'evy setting	2014	Krzysztof Paczka

Works That Cite This (3)

Action	Title	Year	Authors
+	Itô calculus and jump diffusions for $G$-Lévy processes	2012	Krzysztof Paczka
+	$G$-martingale representation in the $G$-L'evy setting	2014	Krzysztof Paczka
+	An $\alpha$-stable limit theorem under sublinear expectation	2016	Erhan Bayraktar Alexander Munk

Works Cited by This (6)

Action	Title	Year	Authors
+	A New Central Limit Theorem under Sublinear Expectations	2008	Shigē Péng
+	G-Lévy Processes under Sublinear Expectations	2009	Mingshang Hu Shigē Péng
+ PDF Chat	On representation theorem of G-expectations and paths of G-Brownian motion	2009	Mingshang Hu Shigē Péng
+	G-Brownian Motion and Dynamic Risk Measure under Volatility Uncertainty	2007	Shigē Péng
+	G-Expectation, G-Brownian Motion and Related Stochastic Calculus of Itô Type	2007	Shigē Péng
+	Function spaces and capacity related to a Sublinear Expectation: application to G-Brownian Motion Pathes	2008	Laurent Denis Mingshang Hu Shigē Péng