Nonlinear Expectations and Stochastic Calculus under Uncertainty: with Robust CLT and G-Brownian Motion

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. Autor: Shige Peng Wydawnictwo: Springer Rok wydania: 2019 Okładka: twarda Liczba stron: 212 Wymiary: 23.5 x 15.5 cm Ilustracje: 10 Illustrations, black and white; XIII, 212 p. 10 illus. Język: angielski ISBN: 9783662599020