找回密碼
 To register

QQ登錄

只需一步,快速開始

掃一掃,訪問微社區(qū)

打印 上一主題 下一主題

Titlebook: Nonlinear Expectations and Stochastic Calculus under Uncertainty; with Robust CLT and Shige Peng Book 2019 Springer-Verlag GmbH Germany, p

[復(fù)制鏈接]
查看: 41718|回復(fù): 44
樓主
發(fā)表于 2025-3-21 17:47:06 | 只看該作者 |倒序?yàn)g覽 |閱讀模式
書目名稱Nonlinear Expectations and Stochastic Calculus under Uncertainty
副標(biāo)題with Robust CLT and
編輯Shige Peng
視頻videohttp://file.papertrans.cn/668/667495/667495.mp4
概述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 It?’s integrals.Includ
叢書名稱Probability Theory and Stochastic Modelling
圖書封面Titlebook: Nonlinear Expectations and Stochastic Calculus under Uncertainty; with Robust CLT and  Shige Peng Book 2019 Springer-Verlag GmbH Germany, p
描述.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 Peng’s 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
出版日期Book 2019
關(guān)鍵詞probability theory; stochastic analysis; uncertainty of probabilities; nonlinear expectations; independe
版次1
doihttps://doi.org/10.1007/978-3-662-59903-7
isbn_softcover978-3-662-59905-1
isbn_ebook978-3-662-59903-7Series ISSN 2199-3130 Series E-ISSN 2199-3149
issn_series 2199-3130
copyrightSpringer-Verlag GmbH Germany, part of Springer Nature 2019
The information of publication is updating

書目名稱Nonlinear Expectations and Stochastic Calculus under Uncertainty影響因子(影響力)




書目名稱Nonlinear Expectations and Stochastic Calculus under Uncertainty影響因子(影響力)學(xué)科排名




書目名稱Nonlinear Expectations and Stochastic Calculus under Uncertainty網(wǎng)絡(luò)公開度




書目名稱Nonlinear Expectations and Stochastic Calculus under Uncertainty網(wǎng)絡(luò)公開度學(xué)科排名




書目名稱Nonlinear Expectations and Stochastic Calculus under Uncertainty被引頻次




書目名稱Nonlinear Expectations and Stochastic Calculus under Uncertainty被引頻次學(xué)科排名




書目名稱Nonlinear Expectations and Stochastic Calculus under Uncertainty年度引用




書目名稱Nonlinear Expectations and Stochastic Calculus under Uncertainty年度引用學(xué)科排名




書目名稱Nonlinear Expectations and Stochastic Calculus under Uncertainty讀者反饋




書目名稱Nonlinear Expectations and Stochastic Calculus under Uncertainty讀者反饋學(xué)科排名




單選投票, 共有 0 人參與投票
 

0票 0%

Perfect with Aesthetics

 

0票 0%

Better Implies Difficulty

 

0票 0%

Good and Satisfactory

 

0票 0%

Adverse Performance

 

0票 0%

Disdainful Garbage

您所在的用戶組沒有投票權(quán)限
沙發(fā)
發(fā)表于 2025-3-21 23:03:56 | 只看該作者
板凳
發(fā)表于 2025-3-22 03:18:38 | 只看該作者
地板
發(fā)表于 2025-3-22 05:59:00 | 只看該作者
2199-3130 Martingale representation theorem and It?’s integrals.Includ.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
5#
發(fā)表于 2025-3-22 08:57:27 | 只看該作者
6#
發(fā)表于 2025-3-22 14:50:02 | 只看該作者
Law of Large Numbers and Central Limit Theorem Under Probability Uncertaintyl distribution—.-normal distribution in the theory of sublinear expectations. The former corresponds to constants and the latter corresponds to normal distribution in the classical probability theory. We then present the law of large numbers (LLN) and central limit theorem (CLT) under sublinear expe
7#
發(fā)表于 2025-3-22 18:44:45 | 只看該作者
8#
發(fā)表于 2025-3-22 23:02:02 | 只看該作者
rrigation, have destroyed the Aral Sea. The team explains how spheres and events interact and the related problems. Part 2 examines the social consequences of the ecological catastrophe and the affect of the Aral Sea desiccation on cultural and economic conditions of near Aral region. Part 3 explore
9#
發(fā)表于 2025-3-23 04:38:43 | 只看該作者
Sea.Highly regarded lead Editor, Dr Philip Micklin has writtThe book is structured into six core parts. The first part sets the scene and explains how the use of Aral basin water resources, primarily used for irrigation, have destroyed the Aral Sea. The team explains how spheres and events interact
10#
發(fā)表于 2025-3-23 07:54:46 | 只看該作者
 關(guān)于派博傳思  派博傳思旗下網(wǎng)站  友情鏈接
派博傳思介紹 公司地理位置 論文服務(wù)流程 影響因子官網(wǎng) 吾愛論文網(wǎng) 大講堂 北京大學(xué) Oxford Uni. Harvard Uni.
發(fā)展歷史沿革 期刊點(diǎn)評(píng) 投稿經(jīng)驗(yàn)總結(jié) SCIENCEGARD IMPACTFACTOR 派博系數(shù) 清華大學(xué) Yale Uni. Stanford Uni.
QQ|Archiver|手機(jī)版|小黑屋| 派博傳思國(guó)際 ( 京公網(wǎng)安備110108008328) GMT+8, 2025-10-8 03:25
Copyright © 2001-2015 派博傳思   京公網(wǎng)安備110108008328 版權(quán)所有 All rights reserved
快速回復(fù) 返回頂部 返回列表
常熟市| 潮安县| 象山县| 阿巴嘎旗| 杭州市| 玉屏| 湖北省| 永安市| 崇仁县| 朝阳区| 黄骅市| 建德市| 宝山区| 青神县| 泗阳县| 广南县| 中宁县| 阳高县| 留坝县| 漳浦县| 安徽省| 体育| 金湖县| 卓资县| 扶风县| 锦屏县| 明溪县| 湖口县| 平遥县| 正安县| 垦利县| 喀喇沁旗| 武陟县| 唐山市| 台中县| 任丘市| 徐水县| 天镇县| 库尔勒市| 前郭尔| 安图县|