g - lsm在次线性期望下进行

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY

Accounts of Chemical Research 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

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.