Nonlinear Lévy Processes and their Characteristics

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ROBUST FUNDAMENTAL THEOREM FOR CONTINUOUS PROCESSES (2014, background): “KEY WORDS: fundamental theorem of asset pricing, arbitrage of the first kind, superhedging duality, nondominated model.”
Optimal stopping under adverse nonlinear expectation and related games (2012, background): “The above setup (and its extension to jump processes) is studied in [24], where it is shown in particular that Assumption 2.”