{
  "id": "1009.0109",
  "version": "v2",
  "published": "2010-09-01T07:51:53.000Z",
  "updated": "2011-09-08T05:58:53.000Z",
  "title": "Characterizations of processes with stationary and independent increments under $G$-expectation",
  "authors": [
    "Yongsheng Song"
  ],
  "comment": "23",
  "categories": [
    "math.PR"
  ],
  "abstract": "Our purpose is to investigate properties for processes with stationary and independent increments under $G$-expectation. As applications, we prove the martingale characterization to $G$-Brownian motion and present a decomposition for generalized $G$-Brownian motion.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2011-09-08T05:58:53.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "independent increments",
      "stationary",
      "expectation",
      "brownian motion"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2010arXiv1009.0109S"
    }
  }
}