Nonlinear expectations and stochastic calculus under uncertainty: with Robust CLT and G-Brownian Motion
Gespeichert in:
1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Berlin
Springer
[2019]
|
Schriftenreihe: | Probability theory and stochastic modelling
volume 95 |
Schlagworte: | |
Online-Zugang: | BTU01 FHN01 FHR01 FRO01 FWS01 FWS02 HTW01 TUM01 UBA01 UBM01 UBT01 UBW01 UEI01 UPA01 Volltext |
Beschreibung: | 1 Online-Ressource (xiii, 212 Seiten) Illustrationen |
ISBN: | 9783662599037 |
ISSN: | 2199-3149 |
DOI: | 10.1007/978-3-662-59903-7 |
Internformat
MARC
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Datensatz im Suchindex
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any_adam_object | |
author | Peng, Shige 1947- |
author_GND | (DE-588)141439173 |
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author_sort | Peng, Shige 1947- |
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dewey-ones | 519 - Probabilities and applied mathematics |
dewey-raw | 519.2 |
dewey-search | 519.2 |
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discipline | Mathematik |
doi_str_mv | 10.1007/978-3-662-59903-7 |
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id | DE-604.BV046189958 |
illustrated | Not Illustrated |
indexdate | 2024-08-01T14:51:14Z |
institution | BVB |
isbn | 9783662599037 |
issn | 2199-3149 |
language | English |
oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-031569343 |
oclc_num | 1123162777 |
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physical | 1 Online-Ressource (xiii, 212 Seiten) Illustrationen |
psigel | ZDB-2-SMA ZDB-2-SMA_2019 |
publishDate | 2019 |
publishDateSearch | 2019 |
publishDateSort | 2019 |
publisher | Springer |
record_format | marc |
series | Probability theory and stochastic modelling |
series2 | Probability theory and stochastic modelling |
spellingShingle | Peng, Shige 1947- Nonlinear expectations and stochastic calculus under uncertainty with Robust CLT and G-Brownian Motion Probability theory and stochastic modelling Probability Theory and Stochastic Processes Quantitative Finance Distribution (Probability theory Finance |
title | Nonlinear expectations and stochastic calculus under uncertainty with Robust CLT and G-Brownian Motion |
title_auth | Nonlinear expectations and stochastic calculus under uncertainty with Robust CLT and G-Brownian Motion |
title_exact_search | Nonlinear expectations and stochastic calculus under uncertainty with Robust CLT and G-Brownian Motion |
title_full | Nonlinear expectations and stochastic calculus under uncertainty with Robust CLT and G-Brownian Motion Shige Peng |
title_fullStr | Nonlinear expectations and stochastic calculus under uncertainty with Robust CLT and G-Brownian Motion Shige Peng |
title_full_unstemmed | Nonlinear expectations and stochastic calculus under uncertainty with Robust CLT and G-Brownian Motion Shige Peng |
title_short | Nonlinear expectations and stochastic calculus under uncertainty |
title_sort | nonlinear expectations and stochastic calculus under uncertainty with robust clt and g brownian motion |
title_sub | with Robust CLT and G-Brownian Motion |
topic | Probability Theory and Stochastic Processes Quantitative Finance Distribution (Probability theory Finance |
topic_facet | Probability Theory and Stochastic Processes Quantitative Finance Distribution (Probability theory Finance |
url | https://doi.org/10.1007/978-3-662-59903-7 |
volume_link | (DE-604)BV041997534 |
work_keys_str_mv | AT pengshige nonlinearexpectationsandstochasticcalculusunderuncertaintywithrobustcltandgbrownianmotion |