# Nonlinear Expectations and Stochastic Calculus under Uncertainty: with Robust CLT and G-Brownian Motion

English | PDF,EPUB | 2019 | 216 Pages | ISBN : 3662599023 | 22.72 MB

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 stochastic analysis. Many notions and results, for example, G-normal distribution, G-Brownian motion, G-Martingale representation theorem, and related stochastic calculus are first introduced or obtained by the author.

This book is based on Shige Peng's lecture notes for a series of lectures given at summer schools and universities worldwide. It starts with basic definitions of nonlinear expectations and their relation to coherent measures of risk, law of large numbers and central limit theorems under nonlinear expectations, and develops into stochastic integral and stochastic calculus under G-expectations. It ends with recent research topic on G-Martingale representation theorem and G-stochastic integral for locally integrable processes.

With exercises to practice at the end of each chapter, this book can be used as a graduate textbook for students in probability theory and mathematical finance. Each chapter also concludes with a section Notes and Comments, which gives history and further references on the material covered in that chapter.

Researchers and graduate students interested in probability theory and mathematical finance will find this book very useful.**Download:**

http://longfiles.com/sheauos79j3u/Nonlinear_Expectations_and_Stochastic_Calculus_under_Uncertainty_with_Robust_CLT_and_G-Brownian_Motion.rar.html

**Related eBooks:**

Explainable AI: Interpreting, Explaining and Visualizing Deep Learning

Emotional Design in Human-Robot Interaction: Theory, Methods and Applications

Blow-Up in Nonlinear Equations of Mathematical Physics : Theory and Methods

Robotic Building

Proof!: How the World Became Geometrical

Advances In Geometric Modeling

Advanced Modelling in Mathematical Finance: In Honour of Ernst Eberlein

Computational Geometry: An Introduction (Monographs in Computer Science)

Mirror Symmetry

The Man Who Loved Only Numbers: The Story of Paul Erdos and the Search for Mathematical Truth

Algebraic Function Fields and Codes

From Mathematics to Generic Programming

**Copyright Disclaimer:**

This site does not store any files on its server. We only index and link to content provided by other sites. Please contact the content providers to delete copyright contents if any and email us, we'll remove relevant links or contents immediately.

**Categories**

Astronomy and Cosmology | Physics |

Philosophy | Medicine |

Mathematics |
DSP |

Cryptography | Chemistry |

Biology and Genetics | Psychology and Behavior |

**Popular eBooks**

Excel Master: The Complete 3 Books in 1 fo(3751)

Excel data analysis by examples(3479)

Mental Math: Tricks To Become A Human Calc(3437)

Pure Mathematics for Beginners(3373)

Calculus in 3D: Geometry, Vectors, and Mul(3152)

Excel VBA(3022)

EXCEL VBA Programming By Examples(2969)

Bayesian Statistics the Fun Way(2758)

The Ultimate Excel VBA Master: A Complete,(2463)

Statistics: Learning from Data(2376)

Practical Time Series Analysis [Early Rele(2361)

Geometry: The Line and the Circle(2332)

The Complete Idiot's Guide to Statistics, (2100)

Data Analysis and Visualization Using Pyth(2000)