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Product space for two processes with independent increments under nonlinear expectations

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 نشر من قبل Mingshang Hu
 تاريخ النشر 2016
  مجال البحث
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In this paper, we consider the product space for two processes with independent increments under nonlinear expectations. By introducing a discretization method, we construct a nonlinear expectation under which the given two processes can be seen as a new process with independent increments.



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