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Nonlinear Expectations and Stochastic Calculus under Uncertainty
- with Robust CLT and G-Brownian Motion
- Language:
- English
- ISBN:
- 9783662599020
- Binding:
- Hardback
- Pages:
- 212
- Published:
- September 19, 2019
- Edition:
- 12019
- Dimensions:
- 155x235x0 mm.
- Weight:
- 512 g.
Delivery:
2-4 weeks
Expected delivery: November 1, 2024
Description of Nonlinear Expectations and Stochastic Calculus under Uncertainty
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.
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