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Download this eBook Nonlinear Expectations and Stochastic Calculus under Uncertainty
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Nonlinear Expectations and Stochastic Calculus under Uncertainty


Shige Peng


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...

Publication date: 2019-09-09
Format: PDF, ePub
Publisher: Springer
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£109,50

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