Bøger af Shige Peng
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- with Robust CLT and G-Brownian Motion
1.243,95 - 1.246,95 kr. 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.
- Bog
- 1.243,95 kr.
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- Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003
550,95 kr. It deals with innovative methods, mainly from stochastic analysis, that play a fundamental role in the mathematical modelling of finance and insurance: the theory of stochastic processes, optimal and stochastic control, stochastic differential equations, convex analysis and duality theory.
- Bog
- 550,95 kr.