Description: Nonlinear Expectations and Stochastic Calculus under Uncertainty by Shige Peng Estimated delivery 3-12 business days Format Paperback Condition Brand New 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. Publisher 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. Author Biography Shige Peng received his PhD in 1985 at Université Paris-Dauphine, in the direction of mathematics and informatics, and 1986 at University of Provence, in the direction of applied mathematics. He now is a full professor in Shandong University. His main research interests are stochastic optimal controls, backward SDEs and the corresponding PDEs, stochastic HJB equations. He has received the Natural Science Prize of China (1995), Su Buqing Prize of Applied Mathematics (2006), TAN Kah Kee Science Award (2008), Loo-Keng Hua Mathematics Award (2011), and the Qiu Shi Award for Outstanding Scientists (2016). Details ISBN 3662599058 ISBN-13 9783662599051 Title Nonlinear Expectations and Stochastic Calculus under Uncertainty Author Shige Peng Format Paperback Year 2020 Pages 212 Edition 1st Publisher Springer-Verlag Berlin and Heidelberg GmbH & Co. KG GE_Item_ID:137758459; About Us Grand Eagle Retail is the ideal place for all your shopping needs! With fast shipping, low prices, friendly service and over 1,000,000 in stock items - you're bound to find what you want, at a price you'll love! Shipping & Delivery Times Shipping is FREE to any address in USA. Please view eBay estimated delivery times at the top of the listing. Deliveries are made by either USPS or Courier. We are unable to deliver faster than stated. International deliveries will take 1-6 weeks. NOTE: We are unable to offer combined shipping for multiple items purchased. This is because our items are shipped from different locations. Returns If you wish to return an item, please consult our Returns Policy as below: Please contact Customer Services and request "Return Authorisation" before you send your item back to us. Unauthorised returns will not be accepted. Returns must be postmarked within 4 business days of authorisation and must be in resellable condition. Returns are shipped at the customer's risk. We cannot take responsibility for items which are lost or damaged in transit. For purchases where a shipping charge was paid, there will be no refund of the original shipping charge. Additional Questions If you have any questions please feel free to Contact Us. Categories Baby Books Electronics Fashion Games Health & Beauty Home, Garden & Pets Movies Music Sports & Outdoors Toys
Price: 146.67 USD
Location: Fairfield, Ohio
End Time: 2024-12-02T03:14:00.000Z
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ISBN-13: 9783662599051
Book Title: Nonlinear Expectations and Stochastic Calculus under Uncertainty
Number of Pages: Xiii, 212 Pages
Language: English
Publication Name: Nonlinear Expectations and Stochastic Calculus under Uncertainty : With Robust CLT and G-Brownian Motion
Publisher: Springer Berlin / Heidelberg
Publication Year: 2020
Subject: Probability & Statistics / General, Applied
Item Weight: 16 Oz
Type: Textbook
Subject Area: Mathematics
Item Length: 9.3 in
Author: Shige Peng
Item Width: 6.1 in
Series: Probability Theory and Stochastic Modelling Ser.
Format: Trade Paperback
