Gå direkt till innehållet
Nonlinear Expectations and Stochastic Calculus under Uncertainty
Spara

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.

Undertitel
With Robust CLT and G-Brownian Motion
Författare
Shige Peng
Upplaga
2019 ed.
ISBN
9783662599020
Språk
Engelska
Vikt
446 gram
Utgivningsdatum
2019-09-19
Sidor
212