02575nam0 2200553 i 450 VAN0012660520240806100821.984N978366259903720200211d2019 |0itac50 baengDE|||| |||||Nonlinear Expectations and Stochastic Calculus under Uncertaintywith Robust CLT and G-Brownian MotionShige PengBerlinSpringer2019xiii, 212 p.24 cm001VAN001038262001 Probability theory and stochastic modelling210 Berlin [etc.]Springer1988-95VAN00236600Nonlinear Expectations and Stochastic Calculus under Uncertainty166806239-XXDifference and functional equations [MSC 2020]VANC029242MF60-XXProbability theory and stochastic processes [MSC 2020]VANC020428MF62-XXStatistics [MSC 2020]VANC022998MFCentral Limit TheoremKW:KG-Brownian motionKW:KG-martingaleKW:KG-martingale representation theoremKW:KG-normal distributionKW:KIndependence and identical distribution under uncertaintyKW:KLaw of large numbersKW:KMathematical statisticsKW:KMaximal distributionKW:KNonlinear Feynman-Kac formulaKW:KNonlinear expectationsKW:KProbability TheoryKW:KQuadratic variation process of G-Brownian motionKW:KQuantitative FinanceKW:KStochastic AnalysisKW:KStochastic differential equations driven by G-Brownian motionKW:KStochastic integral of G-Brownian motionKW:KUncertainty of probabilitiesKW:KBerlinVANL000066PengShigeVANV097980780940Springer <editore>VANV108073650ITSOL20241115RICAhttp://doi.org/10.1007/978-3-662-59903-7E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN00126605BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08DLOAD e-book 1457 08eMF1457 20200211 Nonlinear Expectations and Stochastic Calculus under Uncertainty1668062UNICAMPANIA