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math.PR2018
Spatial and Temporal white noises under sublinear G-expectation
Ji-Xiao Jun, Shi-Ge Peng
In the framework of sublinear expectation, we have introduced a new type of G-Gaussian random fields, which contain a type of spatial white noise as a special case. Based on this r…
math.PR2018★ 6 cited
Lévy's martingale characterization and reflection principle of -Brownian motion
Mingshang Hu, Xiaojun Ji, Guomin Liu
In this paper, we obtain Lévy's martingale characterization of -Brownian motion without the nondegenerate condition. Base on this characterization, we prove the reflection princ…