Nonlinear Expectations and Stochastic Calculus under Uncertainty: with Robust CLT and G-Brownian Motion (Probability Theory and Stochastic Modelling Book 95) 9783662599037, 9783662599020, 3662599031

Nonlinear Expectations and Stochastic Calculus Under Uncertainty: With Robust CLT and G-Brownian Motion 3662599023, 9783662599020

This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonl

898 122 2MB Read more

Nonlinear expectations and stochastic calculus under uncertainty 9783662599020, 9783662599037

551 61 1MB Read more

Nonlinear Expectations and Stochastic Calculus under Uncertainty: with Robust CLT and G-Brownian Motion [1st ed. 2019] 978-3-662-59902-0, 978-3-662-59903-7

This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonl

503 79 2MB Read more

Brownian Motion and Stochastic Calculus 1468403044, 9781468403046

820 128 53MB Read more

Brownian Motion, Martingales, and Stochastic Calculus

606 85 4MB Read more

Probability theory and stochastic processes 9783030401825, 9783030401832

1,182 285 5MB Read more

Stochastic Processes and Calculus

1,308 132 4MB Read more

Stochastic Calculus and Applications

251 70 455KB Read more

Stochastic Evolution Systems: Linear Theory and Applications to Non-Linear Filtering (Probability Theory and Stochastic Modelling, 89) [2nd ed. 2018] 331994892X, 9783319948928

This monograph, now in a thoroughly revised second edition, develops the theory of stochastic calculus in Hilbert spaces

144 80 2MB Read more

Probability, Mathematical Statistics, and Stochastic Processes

205 126 45MB Read more