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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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| Lenguaje: | eng |
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Springer
2019
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| Acceso en línea: | https://dx.doi.org/10.1007/978-3-662-59903-7 http://cds.cern.ch/record/2691384 |