bookProbability theory and stochastic modellingJan 1, 2019Closed access

Nonlinear Expectations and Stochastic Calculus under Uncertainty

SPShigē Péng

Shandong University

Indexed incrossref

Abstract

No abstract available for this paper.

Citation impact

617
total citations
FWCI
39.74
Percentile
100%
References
89
Citations per year

Authors

1

Topics & keywords

Topics
Keywords
  • Stochastic calculus
  • Martingale (probability theory)
  • Mathematics
  • Calculus (dental)
  • Brownian motion
  • Nonlinear system
  • Martingale representation theorem
  • Applied mathematics
No related works found for this paper.