Springer Nonlinear Expectations And Stochastic Calculus Under Uncertainty

Name: Springer Nonlinear Expectations And Stochastic Calculus Under Uncertainty
Brand: Springer
SKU: uxQmu0wXxV7nu-IiuRs

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Description

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 a...