LIBROS DEL AUTOR: shige peng

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  • Nonlinear Expectations and Stochastic Calculus under Uncertainty
    Shige Peng
    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 ...
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    146,53 €