
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
- 9783662599051
- Kieli
- englanti
- Paino
- 310 grammaa
- Julkaisupäivä
- 19.9.2020
- Sivumäärä
- 212