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Nonlinear Expectations and Stochastic Calculus under Uncertainty
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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.

Undertittel
With Robust CLT and G-Brownian Motion
Forfatter
Shige Peng
Opplag
2019 ed.
ISBN
9783662599051
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
19.9.2020
Antall sider
212