Nonlinear Expectations and Stochastic Calculus under Uncertainty: with Robust CLT and... (Bog, Paperback / softback, Engelsk)

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

(Bog, Paperback / softback, Engelsk)
Forfatter: Shige Peng

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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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Alle detaljer

Forlag Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Forfatter Shige Peng
Type Bog
Format Paperback / softback
Sprog Engelsk
Udgave 2019 ed.
Udgivelsesdato 19-09-2020
Første udgivelsesår 2020
Serie Probability Theory and Stochastic Modelling
Illustrationer 10 Illustrations, black and white
Originalsprog Germany
Sideantal 212
Indbinding Paperback / softback
Forlag Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Sideoplysninger 212 pages, 10 Illustrations, black and white
Mål 235 x 155
ISBN-13 / EAN-13 9783662599051