Nonlinear expectations and stochastic calculus under uncertainty : with robust CLT and G-Brownian motion
Peng, Shige
Nonlinear expectations and stochastic calculus under uncertainty : with robust CLT and G-Brownian motion - Cham Springer 2019 - xiii,212 p. 25 cm - Probability theory and stochastic modelling v.95 .
978-3-662-59902-0
Mathematics
Brownian motion processes
Stochastic analysis
Quantitative finance
Probability theory and stochastic processes
Mathematical statistics
Distribution (Probability theory)
Probabilities
519.28 / Pen
Nonlinear expectations and stochastic calculus under uncertainty : with robust CLT and G-Brownian motion - Cham Springer 2019 - xiii,212 p. 25 cm - Probability theory and stochastic modelling v.95 .
978-3-662-59902-0
Mathematics
Brownian motion processes
Stochastic analysis
Quantitative finance
Probability theory and stochastic processes
Mathematical statistics
Distribution (Probability theory)
Probabilities
519.28 / Pen