10 libri per 10 euro qui
Bookbot

Nonlinear Expectations and Stochastic Calculus under Uncertainty

with Robust CLT and G-Brownian Motion

Parametri

  • 228pagine
  • 8 ore di lettura

Maggiori informazioni sul libro

Focusing on recent advancements in probability model uncertainty, this book explores nonlinear expectations, especially sublinear expectations. It offers a comprehensive introduction to the theory of nonlinear expectations and stochastic analysis. Key concepts such as G-normal distribution, G-Brownian motion, and the G-Martingale representation theorem are introduced, providing readers with foundational knowledge in these areas of stochastic calculus.

Acquisto del libro

Nonlinear Expectations and Stochastic Calculus under Uncertainty, Shige Peng

Lingua
Pubblicato
2020
product-detail.submit-box.info.binding
(In brossura)
Ti avviseremo via email non appena lo rintracceremo.

Metodi di pagamento