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Nonlinear Expectations and Stochastic Calculus under Uncertainty
Tallenna

Nonlinear Expectations and Stochastic Calculus under Uncertainty

This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonlinear expectations and, in particular, sublinear expectations.

Alaotsikko
With Robust CLT and G-Brownian Motion
Kirjailija
Shige Peng
Painos
2019 ed.
ISBN
9783662599020
Kieli
englanti
Paino
446 grammaa
Julkaisupäivä
19.9.2019
Sivumäärä
212