G-L\'{e}vy Processes under Sublinear Expectations

摘要

We introduce G-L\'{e}vy processes which develop the theory of processes withindependent and stationary increments under the framework of sublinearexpectations. We then obtain the L\'{e}vy-Khintchine formula and the existencefor G-L\'{e}vy processes. We also introduce G-Poisson processes.