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Nonlinear Expectations and Stochastic Calculus under Uncertainty: with Robust CLT and G-Brownian Motion - Probability Theory and Stochastic Modelling Shige Peng 2019 edition
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Nonlinear Expectations and Stochastic Calculus under Uncertainty: with Robust CLT and G-Brownian Motion - Probability Theory and Stochastic Modelling
Shige Peng
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.
212 pages, 10 Illustrations, black and white; XIII, 212 p. 10 illus.
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2019. gada 19. septembris |
| ISBN13 | 9783662599020 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 212 |
| Izmēri | 150 × 220 × 20 mm · 512 g |
| Valoda | Vācu |
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