Product space for two processes with independent increments under   nonlinear expectations
  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. 
Qiang Gao, Mingshang Hu, Xiaojun Ji, Guomin Liu
math.PR