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Nonlinear Expectations and Stochastic Calculus under Uncertainty — with Robust CLT and G-Brownian Motion. An English-language digital edition by Shige Peng, available in PDF.
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This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonlinear expectations and,…
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| Author | Shige Peng |
|---|---|
| Publisher | Springer Berlin Heidelberg |
| Language | English |
| ISBN | 9783662599020, 9783662599037 |
| Format | |
| Publication date | September 09, 2019 |
| DRM | DRM-free edition available |
| Download format | PDF (.pdf) |
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