Compare Prices | Create Shopping Lists with Price Drop Alerts | Set Coupons, Promo Codes & Sales Alerts | Get Access to Exclusive Deals and Much More... All in One Place | Read all about it here

Nonlinear Expectations and Stochastic Calculus under Uncertainty

Nonlinear Expectations and Stochastic Calculus under Uncertainty

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783662599020
Condition
New
Product 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 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 Pengs 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 under G-expectations. It ends with recent research topic on G-Martingale representation theorem and G-stochastic integral for locally integrable processes. With exercises to practice at the end of each chapter, this book can be used as a graduate textbook for students in probability theory and mathematical finance. Each chapter also concludes with a section Notes 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.

Available Colors
Available Sizes
1 Offer Price Range: $99.00 - $99.00
BEST PRICE

Single Product Purchase

$99.00
@ Link.springer.com     BUY Now

Price Comparison

Seller Contact Seller List Price On Sale Shipping Best Promo Final Price Volume Discount Financing Availability Seller's Page
BEST PRICE
1 Product Purchase
@ Link.springer.com
Contact Store Call Store Contact Support
$99.00 $99.00

$99.00
See Site In stock Visit Store

Similar Products

Ceramics in Severe Environments

$39.99

Green Branding

$79.99

Contemporary Gothic Drama

$129.99

Diabetic Nephropathy

$79.99

Paradigms in Cryptology Mycrypt 2016. Malicious and Exploratory Cryptology

$39.99

Sprache, Migration und schulfachliche Leistung

$64.99

Asian American Mental Health

$109.99

Computational Methods in Systems Biology

$54.99

Identification and Control Using Volterra Models

$249.99

Brgerschrecken!

$79.99

Wirtschaftliches Schleifen

$44.99

Solar Energy Applications in the Tropics

$169.00

Introduction to Molecular Vaccinology

$129.99

Isagoge in die phnomenologische Apophantik

$129.00

Einfhrung in die freie Geometrie ebener Kurven

$44.99

Infections of Cardiac Implantable Devices

$109.99

Globale Kommunikationsnetze

$39.99

Erzieherinnen in Beruf und Freizeit

$59.99

Pattern Recognition and Image Analysis

$109.99

Mitteleuropa

$54.99

Mglichkeiten und Perspektiven einer opferbezogenen Gestaltung des Strafvollzuges

$34.99

Stupid as a Fish?

$44.99

Alte und neue Medikamente in der psychiatrischen Therapie

$84.99

Just Like Josh Gibson

$5.21

Business Challenges in the Changing Economic Landscape - Vol. 1

$169.99

Rezeption und Wirkung massenmedialer Informationen zu HIV und Aids

$44.99

Finanzierung

$44.99

Introduction to Polarization Physics

$39.99

Pulmonary Embolism

$159.99

Clinical Applications of Cytokines and Growth Factors

$169.99

Advanced Computing and Systems for Security

$54.99

Das PLM-Kompendium

$89.95

Praktiken der professionellen Bildungsberatung

$49.99

New Aspects of Storage and Release Mechanisms of Catecholamines

$39.99

Virus Receptors

$84.99

Grundschulpdagogik zwischen Wissenschaft und Transfer

$59.99

Introduction to Time Series and Forecasting

$79.99

Gendering and Sexualities

$119.99

Britains Long War

$109.99

Motivation, Engagement and Educational Performance

$109.99