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Nonlinear Expectations And Stochastic Calculus Under Uncertainty eBook

With Robust Clt And G-Brownian Motion

by Shige Peng
language: english
Publisher: Springer Berlin Heidelberg, September of 2019 ‧
145,09€
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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.

Nonlinear Expectations And Stochastic Calculus Under Uncertainty

With Robust Clt And G-Brownian Motion

by Shige Peng

Property Description
ISBN: 9783662599037
Publisher: Springer Berlin Heidelberg
Release Date: September of 2019
Language: English
Format: eBook
File Format and Compatibility:
Collection: Probability Theory And Stochastic Modelling
Categories: eBooks in English > Economics, Finance and Accounting > Economy
EAN: 9783662599037
Acessibilidade: Ver características de acessibilidade indicadas pelo editor

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