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Nonlinear Expectations and Stochastic Calculus under Uncertainty

Shige Peng
Springer Berlin
128.39 € · Hardcover

probability theory stochastic analysis uncertainty of probabilities nonlinear expectations independence and identical distribution under uncertainty law of large numbers central limit theorem maximal distribution G-normal distribution G-Brownian motion G-martingale G-martingale representation theorem stochastic integral of G-Brownian motion stochastic differential equations driven by G-Brownian motion quadratic variation process of G-Brownian motion

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 a...

Nonlinear Expectations and Stochastic Calculus under Uncertainty

Shige Peng
Springer Berlin
117.69 € · eBook

probability theory stochastic analysis uncertainty of probabilities nonlinear expectations independence and identical distribution under uncertainty law of large numbers central limit theorem maximal distribution G-normal distribution G-Brownian motion G-martingale G-martingale representation theorem stochastic integral of G-Brownian motion stochastic differential equations driven by G-Brownian motion quadratic variation process of G-Brownian motion

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 a...

Nonlinear Expectations and Stochastic Calculus under Uncertainty

Shige Peng
Springer Berlin
128.39 € · Paperback

probability theory stochastic analysis uncertainty of probabilities nonlinear expectations independence and identical distribution under uncertainty law of large numbers central limit theorem maximal distribution G-normal distribution G-Brownian motion G-martingale G-martingale representation theorem stochastic integral of G-Brownian motion stochastic differential equations driven by G-Brownian motion quadratic variation process of G-Brownian motion

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 a...

Algebraic Structures of Neutrosophic Triplets, Neutrosophic Duplets, or Neutrosophic Multisets

MDPI
€ · Paperback

generalized aggregation operators interval neutrosophic set (INS) multi-attribute decision making (MADM) Choquet integral fuzzy measure clustering algorithm neutrosophic association rule data mining neutrosophic sets big data analytic hierarchy process (AHP) SWOT analysis multi-criteria decision-making (MCDM) techniques neutrosophic set theory neutrosophic clustering

Neutrosophy (1995) is a new branch of philosophy that studies triads of the form (, , ), where is an entity {i.e. element, concept, idea, theory, logical proposition, etc.}, is the opposite of , while is the neutral (or indeterminate) between them, i.e., neither nor .Based on neutrosophy, the ne...

Algebraic Structures of Neutrosophic Triplets, Neutrosophic Duplets, or Neutrosophic Multisets

MDPI
€ · Paperback

generalized aggregation operators interval neutrosophic set (INS) multi-attribute decision making (MADM) Choquet integral fuzzy measure clustering algorithm neutrosophic association rule data mining neutrosophic sets big data analytic hierarchy process (AHP) SWOT analysis multi-criteria decision-making (MCDM) techniques neutrosophic set theory neutrosophic clustering

Neutrosophy (1995) is a new branch of philosophy that studies triads of the form (, , ), where is an entity {i.e. element, concept, idea, theory, logical proposition, etc.}, is the opposite of , while is the neutral (or indeterminate) between them, i.e., neither nor .Based on neutrosophy, the ne...

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