Nonlinear Expectations and Stochastic Calculus under Uncertainty
Shige Peng
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2019
145,75 €On orderDelivery: 2-3 weeks
This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonlinear expectations and, in particular, sublinear expectations.
- ISBN-13
- 9783662599020
- ISBN-10
- 3662599023
- Publisher
- Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Year
- 2019
- Publication date
- 2019-09-19
- Pages
- 212
- Dimensions
- 235x155x