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	Nonlinear expectation theory and stochastic calculus under Knightian uncertainty
	Peng S.
刊名	Real Options, Ambiguity, Risk and Insurance: World Class University Program in Financial Engineering, Ajou University, Volume Two
	2013
页码	144-184
关键词	Allais paradox Ambiguity Backward stochastic differential equation Brownian motion Ellsberg paradox G-expectation G-expectation G-martingale G-martingale Itô integral and itô's calculus Knightian uncertainty Law of large numbers and central limit theory under uncertainty Nonlinear expectation Parabolic partial differential equation Risk measure Stochastic differential equation Super-hedging Uncertainty in economic theory Vnmexpected utility theory
DOI	10.3233/978-1-61499-238-7-144
URL标识	查看原文
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/5163594
专题	山东大学
作者单位	School of Mathematics, Shandong University, Jinan, 250100, China
推荐引用方式 GB/T 7714	Peng S.. Nonlinear expectation theory and stochastic calculus under Knightian uncertainty[J]. Real Options, Ambiguity, Risk and Insurance: World Class University Program in Financial Engineering, Ajou University, Volume Two,2013:144-184.
APA	Peng S..(2013).Nonlinear expectation theory and stochastic calculus under Knightian uncertainty.Real Options, Ambiguity, Risk and Insurance: World Class University Program in Financial Engineering, Ajou University, Volume Two,144-184.
MLA	Peng S.."Nonlinear expectation theory and stochastic calculus under Knightian uncertainty".Real Options, Ambiguity, Risk and Insurance: World Class University Program in Financial Engineering, Ajou University, Volume Two (2013):144-184.

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