5 citations · 7 across the 3 of their papers we have counts for
3 papers
math.PR2014★ 2 cited
On the properites of Poisson random measures associated with a G-Levy process
Krzysztof Paczka
In this paper we study the properties of the Poisson random measure and the Poisson integral associated with a G-Levy process. We prove that a Poisson integral is a G-Levy process…
math.PR2014★ 5 cited
-martingale representation in the -L'evy setting
Krzysztof Paczka
In this paper we give the decomposition of a martingale under the sublinear expectation associated with a -L'evy process X with finite activity and without drift. We prove that…
math.PR2012
Doob's optional sampling and maximal inequality for -martingales
Krzysztof Paczka
The paper considers the martingale theory in the -framework. A form of Doob's optional sampling is established, which allows to prove the exact analogue of the classical maximal…