Nonlinear Expectations and Stochastic Calculus under Uncertainty : with Robust CLT and G-Brownian Motion / Shige Peng

• Autore: Peng, Shige
• Pubblicazione: Berlin, : Springer, 2019
• Titolo uniforme: Nonlinear Expectations and Stochastic Calculus under Uncertainty
• Descrizione fisica: xiii, 212 p. ; 24 cm
• Soggetto topico: 39-XX - Difference and functional equations [MSC 2020]; 60-XX - Probability theory and stochastic processes [MSC 2020]; 62-XX - Statistics [MSC 2020]
• Soggetto non controllato: Central Limit Theorem; G-Brownian motion; G-martingale; G-martingale representation theorem; G-normal distribution; Independence and identical distribution under uncertainty; Law of large numbers; Mathematical statistics; Maximal distribution; Nonlinear Feynman-Kac formula; Nonlinear expectations; Probability Theory; Quadratic variation process of G-Brownian motion; Quantitative Finance; Stochastic Analysis; Stochastic differential equations driven by G-Brownian motion; Stochastic integral of G-Brownian motion; Uncertainty of probabilities
• Titolo autorizzato: Nonlinear Expectations and Stochastic Calculus under Uncertainty
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN00126605
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: http://doi.org/10.1007/978-3-662-59903-7
• Serie: Probability theory and stochastic modelling Berlin [etc.] . -Springer , 1988- ; 95