g - lsm在次线性期望下进行

IF 1 2区数学 Q3 STATISTICS & PROBABILITY

Probability Uncertainty and Quantitative Risk Pub Date : 2009-11-18 DOI:10.3934/PUQR.2021001

Mingshang Hu, S. Peng

引用次数: 30

摘要

我们引入了G-Levy过程，它在次线性期望的框架下发展了具有独立和平稳增量的过程理论。然后我们得到了Levy-Khintchine公式和G-Levy过程的存在性。我们还介绍了g -泊松过程。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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G-Lévy processes under sublinear expectations

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.

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来源期刊

Probability Uncertainty and Quantitative Risk STATISTICS & PROBABILITY-

CiteScore

1.60

自引率

13.30%

发文量

审稿时长

12 weeks

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.