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1
Nonlinear expectations and stochastic calculus under uncertainty
Springer
Peng S
ê
ϕ
expectation
theorem
brownian
sublinear
motion
continuous
function
stochastic
ηt
nonlinear
bδ
viscosity
lemma
probability
random
proposition
exists
x̄
expectations
itô’s
bt1
prove
solution
peng
bta
ũ
defined
linear
bsa
martingale
differential
dimensional
functions
uncertainty
independent
ηs
fixed
processes
calculus
bounded
classical
cl.li
consider
equation
equations
ā
remark
analysis
Year:
2019
Language:
english
File:
PDF, 1.46 MB
Your tags:
0
/
0
english, 2019
2
Nonlinear Expectations and Stochastic Calculus under Uncertainty: with Robust CLT and G-Brownian Motion
Springer Berlin Heidelberg
Shige Peng
ê
ϕ
expectation
theorem
brownian
sublinear
motion
continuous
function
stochastic
ηt
nonlinear
bδ
viscosity
lemma
probability
random
proposition
exists
x̄
expectations
itô’s
bt1
prove
solution
peng
bta
ũ
defined
linear
bsa
martingale
differential
dimensional
functions
uncertainty
independent
ηs
fixed
processes
calculus
bounded
classical
cl.li
consider
equation
equations
ā
remark
analysis
Year:
2019
Language:
english
File:
PDF, 2.43 MB
Your tags:
0
/
0
english, 2019
3
Nonlinear Expectations and Stochastic Calculus Under Uncertainty: With Robust CLT and G-Brownian Motion
Springer
Shige Peng
ê
ϕ
expectation
theorem
brownian
sublinear
motion
continuous
function
stochastic
ηt
nonlinear
bδ
viscosity
lemma
probability
random
proposition
exists
x̄
expectations
itô’s
bt1
prove
solution
peng
bta
ũ
defined
linear
bsa
martingale
differential
dimensional
functions
uncertainty
independent
ηs
fixed
processes
calculus
bounded
classical
cl.li
consider
equation
equations
ā
remark
analysis
Year:
2019
Language:
english
File:
PDF, 1.99 MB
Your tags:
0
/
0
english, 2019
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