On representation theorem of sublinear expectation related to G-Lévy process and paths of G-Lévy process

摘要

In this paper, we are concerned with the representation of a sublinear expectation. EG[{dot operator}] associated with a new stochastic process. G-L茅vy process. We show the existence of a weakly compact family of probability measures. P with respect to which. EG[{dot operator}] can be represented.