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Nonlinear Expectations and Stochastic Calculus under Uncertainty: with Robust CLT and G-Brownian Motion
Original price was: ₹11,767.00.₹9,414.00Current price is: ₹9,414.00.
Provides new notions and results of the theory of nonlinear expectations and related stochastic analysis Summarizes the latest studies on G-Martingale representation theorem and Itô’s integrals Includes exercises that help reader master and learn in each chapter
Provides new notions and results of the theory of nonlinear expectations and related stochastic analysis Summarizes the latest studies on G-Martingale representation theorem and Itô’s integrals Includes exercises that help reader master and learn in each chapter
Additional information
| Book Format | Hardcover, Softcover |
|---|
Be the first to review “Nonlinear Expectations and Stochastic Calculus under Uncertainty: with Robust CLT and G-Brownian Motion”
Book information
Edition
1st Edition
ISBN [Hardcover]
9783662599020
ISBN [Softcover]
9783662599051
Publisher
Springer
Year
2019
Pages
XIII, 212 p.
Series Title
Probability Theory and Stochastic Modelling
Language
English
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