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Nonlinear Expectations and Stochastic Calculus under Uncertainty : with Robust CLT and G-Brownian Motion / Shige Peng
| Nonlinear Expectations and Stochastic Calculus under Uncertainty : with Robust CLT and G-Brownian Motion / Shige Peng |
| Autore | Peng, Shige |
| Pubbl/distr/stampa | Berlin, : Springer, 2019 |
| Descrizione fisica | xiii, 212 p. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
62-XX - Statistics [MSC 2020] 39-XX - Difference and functional equations [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 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0126605 |
Peng, Shige
|
||
| Berlin, : Springer, 2019 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Nonlinear Expectations and Stochastic Calculus under Uncertainty : with Robust CLT and G-Brownian Motion / Shige Peng
| Nonlinear Expectations and Stochastic Calculus under Uncertainty : with Robust CLT and G-Brownian Motion / Shige Peng |
| Autore | Peng, Shige |
| Edizione | [Berlin : Springer, 2019] |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
62-XX - Statistics [MSC 2020] 39-XX - Difference and functional equations [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0126605 |
|
Peng, Shige
|
||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||