LEADER 02575nam0 2200553 i 450 001 VAN00126605 005 20240806100821.984 017 70$2N$a9783662599037 100 $a20200211d2019 |0itac50 ba 101 $aeng 102 $aDE 105 $a|||| ||||| 200 1 $aNonlinear Expectations and Stochastic Calculus under Uncertainty$ewith Robust CLT and G-Brownian Motion$fShige Peng 210 $aBerlin$cSpringer$d2019 215 $axiii, 212 p.$d24 cm 410 1$1001VAN00103826$12001 $aProbability theory and stochastic modelling$1210 $aBerlin [etc.]$cSpringer$d1988-$v95 500 1$3VAN00236600$aNonlinear Expectations and Stochastic Calculus under Uncertainty$91668062 606 $a39-XX$xDifference and functional equations [MSC 2020]$3VANC029242$2MF 606 $a60-XX$xProbability theory and stochastic processes [MSC 2020]$3VANC020428$2MF 606 $a62-XX$xStatistics [MSC 2020]$3VANC022998$2MF 610 $aCentral Limit Theorem$9KW:K 610 $aG-Brownian motion$9KW:K 610 $aG-martingale$9KW:K 610 $aG-martingale representation theorem$9KW:K 610 $aG-normal distribution$9KW:K 610 $aIndependence and identical distribution under uncertainty$9KW:K 610 $aLaw of large numbers$9KW:K 610 $aMathematical statistics$9KW:K 610 $aMaximal distribution$9KW:K 610 $aNonlinear Feynman-Kac formula$9KW:K 610 $aNonlinear expectations$9KW:K 610 $aProbability Theory$9KW:K 610 $aQuadratic variation process of G-Brownian motion$9KW:K 610 $aQuantitative Finance$9KW:K 610 $aStochastic Analysis$9KW:K 610 $aStochastic differential equations driven by G-Brownian motion$9KW:K 610 $aStochastic integral of G-Brownian motion$9KW:K 610 $aUncertainty of probabilities$9KW:K 620 $dBerlin$3VANL000066 700 1$aPeng$bShige$3VANV097980$0780940 712 $aSpringer $3VANV108073$4650 801 $aIT$bSOL$c20241115$gRICA 856 4 $uhttp://doi.org/10.1007/978-3-662-59903-7$zE-book ? Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o Shibboleth 899 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$1IT-CE0120$2VAN08 912 $fN 912 $aVAN00126605 950 $aBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA$d08DLOAD e-book 1457 $e08eMF1457 20200211 996 $aNonlinear Expectations and Stochastic Calculus under Uncertainty$91668062 997 $aUNICAMPANIA