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Nonlinear Expectations And Stochastic Calculus Under Uncertainty

With Robust Clt And G-Brownian Motion

by Shige Peng
language: english
Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG, September of 2020 ‧
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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: 9783662599051
Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG
Release Date: September of 2020
Language: English
Dimensions: 155 x 235 x 20 mm
Cover: Softcover
Pages: 212
Format: Book
Collection: Probability Theory And Stochastic Modelling
Categories: Books in English > Economics, Finance and Accounting > Economy
Books in English > Economics, Finance and Accounting > Finances
Books in English > Others
EAN: 9783662599051

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