G-Levy processes under sublinear expectations

• 作 者: MingshangHu;
• 机 构: School of Mathematics Shandong University Jinan, 250100, China
• 出 处: The Third IMS-China International Conference on Statistics a
• 发表日期: 2011年期

　　We introduce G-Levy processews 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.Specially, we introduce G-Poisson processes.