摘要
We introduce G-Lévy processes which develop the theory of processes with independent and stationary increments under the framework of sublinear expectations.We then obtain the Lévy-Khintchine formula and the existence for G-Lévy processes.We also introduce G-Poisson processes.
基金
This work was supported by National Key R&D Program of China(Grant No.2018YFA0703900)
National Natural Science Foundation of China(Grant No.11671231)
Tian Yuan Fund of the National Natural Science Foundation of China(Grant Nos.11526205 and 11626247)
National Basic Research Program of China(973 Program)(Grant No.2007CB814900).
