Abstract
In this paper, we consider the product space for two processes with independent increments under nonlinear expectations. By introducing a discretization method, we construct a nonlinear expectation under which the given two processes can be seen as a new process with independent increments.
Citation
Qiang Gao. Mingshang Hu. Xiaojun Ji. Guomin Liu. "Product space for two processes with independent increments under nonlinear expectations." Electron. Commun. Probab. 22 1 - 12, 2017. https://doi.org/10.1214/17-ECP46
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