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Can I read Nonlinear Expectations and Stochastic Calculus under Uncertainty: with Robust CLT and G-Brownian Motion (Probability Theory and Stochastic Modelling Book 95) on EtoBox?
Nonlinear Expectations and Stochastic Calculus under Uncertainty: with Robust CLT and G-Brownian Motion (Probability Theory and Stochastic Modelling Book 95) by Shige Peng is a nonfiction available to read on EtoBox.
What is Nonlinear Expectations and Stochastic Calculus under Uncertainty: with Robust CLT and G-Brownian Motion (Probability Theory and Stochastic Modelling Book 95) about?
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. It provides a gentle coverage of the theory of nonlinear expectations and related stochastic analysis. Many notions and results, for example, G-normal distribution, G-Brownian motion, G-Martingale representation theorem, and related stochastic calculus are first introduced or obtained by the author. This book is bas
Who reads Nonlinear Expectations and Stochastic Calculus under Uncertainty: with Robust CLT and G-Brownian Motion (Probability Theory and Stochastic Modelling Book 95)?
It is typically read by self-directed learners exploring a subject in depth.
Common subject areas: history, science, philosophy, social sciences.
- Author
- Shige Peng
- Publisher
- Springer Berlin Heidelberg : Imprint : Springer
- Published
- 2019
- Language
- EN
- ISBN
- 9783662599044
- Category
- nonfiction
- Subjects
- Mathematics, Stem
- Updated
- 2026-03-25
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