Items related to Nonlinear Expectations and Stochastic Calculus under...
Nonlinear Expectations and Stochastic Calculus under Uncertainty: with Robust CLT and G-Brownian Motion (Probability Theory and Stochastic Modelling) - Softcover
- PublisherSpringer
- Publication date2020
- ISBN 10 3662599058
- ISBN 13 9783662599051
- BindingPaperback
- LanguageEnglish
- Edition number1
- Number of pages228
Search results for Nonlinear Expectations and Stochastic Calculus under...
Stock Image
Nonlinear Expectations and Stochastic Calculus under Uncertainty: with Robust CLT and G-Brownian Motion (Probability Theory and Stochastic Modelling)
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # ABLIING23Mar3113020318207
Quantity: Over 20 available
Stock Image
Nonlinear Expectations and Stochastic Calculus under Uncertainty: with Robust CLT and G-Brownian Motion (Probability Theory and Stochastic Modelling)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. In. Seller Inventory # ria9783662599051_new
Quantity: Over 20 available
Seller Image
Nonlinear Expectations and Stochastic Calculus under Uncertainty
Published by
Springer Berlin Heidelberg Sep 2020, 2020
ISBN 10: 3662599058
ISBN 13: 9783662599051
New
Taschenbuch
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 based on Shige Peng's lecture notes for a series of lectures given at summer schools and universities worldwide. It starts with basic definitions of nonlinear expectations and their relation to coherent measures of risk, law of large numbers and central limit theorems under nonlinear expectations, and develops into stochastic integral and stochastic calculus underG-expectations. It ends with recent research topic onG-Martingale representation theorem andG-stochastic integral for locally integrable processes.With exercises topracticeat the end of each chapter, thisbook can be used as a graduate textbook for students in probability theory and mathematical finance.Each chapter also concludes with a sectionNotes and Comments,which gives history and further references on the material covered in that chapter.Researchers and graduate students interested in probability theory and mathematical finance will find this book very useful. 228 pp. Englisch. Seller Inventory # 9783662599051
Quantity: 2 available
Seller Image
Nonlinear Expectations and Stochastic Calculus under Uncertainty : with Robust CLT and G-Brownian Motion
Published by
Springer Berlin Heidelberg, 2020
ISBN 10: 3662599058
ISBN 13: 9783662599051
New
Taschenbuch
Seller: AHA-BUCH GmbH, Einbeck, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 based on Shige Peng's lecture notes for a series of lectures given at summer schools and universities worldwide. It starts with basic definitions of nonlinear expectations and their relation to coherent measures of risk, law of large numbers and central limit theorems under nonlinear expectations, and develops into stochastic integral and stochastic calculus underG-expectations. It ends with recent research topic onG-Martingale representation theorem andG-stochastic integral for locally integrable processes.With exercises topracticeat the end of each chapter, thisbook can be used as a graduate textbook for students in probability theory and mathematical finance.Each chapter also concludes with a sectionNotes and Comments,which gives history and further references on the material covered in that chapter.Researchers and graduate students interested in probability theory and mathematical finance will find this book very useful. Seller Inventory # 9783662599051
Quantity: 1 available
Seller Image
Nonlinear Expectations and Stochastic Calculus under Uncertainty
Published by
Springer Berlin Heidelberg, 2020
ISBN 10: 3662599058
ISBN 13: 9783662599051
New
Softcover
Seller: moluna, Greven, Germany
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 449139903
Quantity: Over 20 available