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Nonlinear expectations and stochastic calculus under uncertainty: with robust CLT and G-Brownian motion

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. It provides a gentle coverage of the theory of nonlinear expectations and related stochastic analysis. Many notions a...

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Detalles Bibliográficos
Autor principal: Peng, Shige
Lenguaje:eng
Publicado: Springer 2019
Materias:
Acceso en línea:https://dx.doi.org/10.1007/978-3-662-59903-7
http://cds.cern.ch/record/2691384