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Nonlinear Expectations and Stochastic Calculus under Uncertainty

- with Robust CLT and G-Brownian Motion

About 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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  • Language:
  • English
  • ISBN:
  • 9783662599051
  • Binding:
  • Paperback
  • Pages:
  • 212
  • Published:
  • September 18, 2020
  • Edition:
  • 12019
  • Dimensions:
  • 155x235x0 mm.
  • Weight:
  • 454 g.
Delivery: 2-4 weeks
Expected delivery: December 18, 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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