De Aller-Bedste Bøger - over 12 mio. danske og engelske bøger
Levering: 1 - 2 hverdage

Bøger af Shige Peng

Filter
Filter
Sorter efterSorter Populære
  • - with Robust CLT and G-Brownian Motion
    af Shige Peng
    1.306,95 - 1.310,95 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.

  • - Lectures given at the C.I.M.E.-E.M.S. Summer School held in Bressanone/Brixen, Italy, July 6-12, 2003
    af Kerry Back, Tomasz R. Bielecki, Walter Schachermayer, mfl.
    578,95 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.