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Hu, M. and Peng, S. (2009) G-Lévy Processes under Sublinear Expectations.

has been cited by the following article:

• TITLE: Two Theorems of Multiple G-Itô Integral under G-Lévy Process

  AUTHORS: Hong Zheng, Yifei Xin

  KEYWORDS: G-Brownian Motion, G-Lévy Process, G-Itô Formula

  JOURNAL NAME: Journal of Applied Mathematics and Physics, Vol.10 No.2, February 9, 2022

  ABSTRACT: In this paper, according to G-Brownian motion and other related concepts and properties, we define multiple Itô integrals driven by G-Brownian motion and G-Lévy process. By using the G-Itô formula and the properties of G-expectation, two main theorems about Itô integral are obtained and proved. These two theorems provide powerful help for the subsequent research on jump process.