Nonlinear Expectations and Stochastic Calculus under Uncertainty with Robust CLT and G-Brownian Motion /
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. It provides a gentle coverage of the theory of nonlinear expectations and related stochastic analysis. Many notions a...
| Main Author: | Peng, Shige (Author, http://id.loc.gov/vocabulary/relators/aut) |
|---|---|
| Corporate Author: | SpringerLink (Online service) |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2019.
|
| Edition: | 1st ed. 2019. |
| Series: | Probability Theory and Stochastic Modelling,
95 |
| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
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