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Nonlinear Expectations and Stochastic Calculus under Uncertainty

- with Robust CLT and G-Brownian Motion

Bag om 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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783662599051
  • Indbinding:
  • Paperback
  • Sideantal:
  • 212
  • Udgivet:
  • 19. September 2020
  • Udgave:
  • 12019
  • Størrelse:
  • 155x235x0 mm.
  • Vægt:
  • 454 g.
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Leveringstid: 2-3 uger
Forventet levering: 23. Oktober 2024

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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.

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