Nonlinear Expectations and Stochastic Calculus under Uncertainty (Q5194781): Difference between revisions
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scientific article; zbMATH DE number 7105776
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear Expectations and Stochastic Calculus under Uncertainty |
scientific article; zbMATH DE number 7105776 |
Statements
Nonlinear Expectations and Stochastic Calculus under Uncertainty (English)
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17 September 2019
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nonlinear expectation
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uncertainty
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risk measures
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\(G\)-Brownian motion
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\(G\)-martingale
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Itô's calculus
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nonlinear partial differential equations
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viscosity solutions
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stochastic differential equations
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capacity
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