Nonlinear Expectations and Stochastic Calculus under Uncertainty - Probability Theory and Stochastic Modelling
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Published By Springer Berlin Heidelberg

9783662599020, 9783662599037

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G-Martingales and Jensen’s Inequality

Nonlinear Expectations and Stochastic Calculus under Uncertainty - Probability Theory and Stochastic Modelling ◽

10.1007/978-3-662-59903-7_4 ◽

2019 ◽

pp. 91-100

Author(s):

Shige Peng

Keyword(s):

Jensen’S Inequality ◽

Jensen's Inequality

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Law of Large Numbers and Central Limit Theorem Under Probability Uncertainty

Nonlinear Expectations and Stochastic Calculus under Uncertainty - Probability Theory and Stochastic Modelling ◽

10.1007/978-3-662-59903-7_2 ◽

2019 ◽

pp. 23-45

Author(s):

Shige Peng

Keyword(s):

Central Limit Theorem ◽

Limit Theorem ◽

Central Limit ◽

Law Of Large Numbers ◽

Large Numbers

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Sublinear Expectations and Risk Measures

Nonlinear Expectations and Stochastic Calculus under Uncertainty - Probability Theory and Stochastic Modelling ◽

10.1007/978-3-662-59903-7_1 ◽

2019 ◽

pp. 3-21

Author(s):

Shige Peng

Keyword(s):

Risk Measures

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Capacity and Quasi-surely Analysis for G-Brownian Paths

Nonlinear Expectations and Stochastic Calculus under Uncertainty - Probability Theory and Stochastic Modelling ◽

10.1007/978-3-662-59903-7_6 ◽

2019 ◽

pp. 113-143

Author(s):

Shige Peng

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G-Martingale Representation Theorem

Nonlinear Expectations and Stochastic Calculus under Uncertainty - Probability Theory and Stochastic Modelling ◽

10.1007/978-3-662-59903-7_7 ◽

2019 ◽

pp. 147-156

Author(s):

Shige Peng

Keyword(s):

Representation Theorem ◽

Martingale Representation ◽

Martingale Representation Theorem

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Some Further Results of Itô’s Calculus

Nonlinear Expectations and Stochastic Calculus under Uncertainty - Probability Theory and Stochastic Modelling ◽

10.1007/978-3-662-59903-7_8 ◽

2019 ◽

pp. 157-170

Author(s):

Shige Peng

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Stochastic Differential Equations

Nonlinear Expectations and Stochastic Calculus under Uncertainty - Probability Theory and Stochastic Modelling ◽

10.1007/978-3-662-59903-7_5 ◽

2019 ◽

pp. 101-112

Author(s):

Shige Peng

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations

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G-Brownian Motion and Itô’s Calculus

Nonlinear Expectations and Stochastic Calculus under Uncertainty - Probability Theory and Stochastic Modelling ◽

10.1007/978-3-662-59903-7_3 ◽

2019 ◽

pp. 49-89

Author(s):

Shige Peng

Keyword(s):

Brownian Motion

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Nonlinear Expectations and Stochastic Calculus under Uncertainty - Probability Theory and Stochastic ModellingLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Berlin Heidelberg

G-Martingales and Jensen’s Inequality

Law of Large Numbers and Central Limit Theorem Under Probability Uncertainty

Sublinear Expectations and Risk Measures

Capacity and Quasi-surely Analysis for G-Brownian Paths

G-Martingale Representation Theorem

Some Further Results of Itô’s Calculus

Stochastic Differential Equations

G-Brownian Motion and Itô’s Calculus

Nonlinear Expectations and Stochastic Calculus under Uncertainty - Probability Theory and Stochastic Modelling
Latest Publications