Nichtlineare Erwartungen und stochastisches Kalkül unter Unsicherheit: mit Robustheit
136,23 €
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.
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