Article ID Journal Published Year Pages File Type
1151904 Statistics & Probability Letters 2013 10 Pages PDF
Abstract
In this paper, we are concerned with the representation of a sublinear expectation EG[⋅] associated with a new stochastic process G-Lévy process. We show the existence of a weakly compact family of probability measures P with respect to which EG[⋅] can be represented.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
On representation theorem of sublinear expectation related to G-Lévy process and paths of G-Lévy process
Authors
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