×
验证码:
换一张
忘记密码?
记住我
CORC
首页
科研机构
检索
知识图谱
申请加入
托管服务
登录
注册
在结果中检索
科研机构
山东大学 [3]
内容类型
期刊论文 [2]
会议论文 [1]
发表日期
2013 [1]
2010 [2]
×
知识图谱
CORC
开始提交
已提交作品
待认领作品
已认领作品
未提交全文
收藏管理
QQ客服
官方微博
反馈留言
浏览/检索结果:
共3条,第1-3条
帮助
已选(
0
)
清除
条数/页:
5
10
15
20
25
30
35
40
45
50
55
60
65
70
75
80
85
90
95
100
排序方式:
请选择
作者升序
作者降序
题名升序
题名降序
发表日期升序
发表日期降序
提交时间升序
提交时间降序
Nonlinear expectation theory and stochastic calculus under Knightian uncertainty
期刊论文
Real Options, Ambiguity, Risk and Insurance: World Class University Program in Financial Engineering, Ajou University, Volume Two, 2013, 页码: 144-184
作者:
Peng S.
收藏
  |  
浏览/下载:2/0
  |  
提交时间:2019/12/23
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
Backward Stochastic Differential Equation, Nonlinear Expectation and Their Applications
会议论文
International Congress of Mathematicians (ICM 2010), AUG 19-27, 2010
作者:
Peng, Shige
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2019/12/31
Stochastic differential equation
backward stochastic differential
equation
nonlinear expectation
Brownian motion
risk measure
super-hedging
parabolic partial differential equation
g-expectation
G-expectation
g-martingale
G-martingale
Ito integral and Ito's
calculus
law of large numbers and central limit theory under
uncertainty
Backward stochastic differential equation, nonlinear expectation and their applications
期刊论文
Proceedings of the International Congress of Mathematicians 2010, ICM 2010, 2010, 页码: 393-432
作者:
Peng, Shige
收藏
  |  
浏览/下载:8/0
  |  
提交时间:2019/12/26
Backward stochastic differential equation
Brownian motion
G-expectation
G-martingale
Itô Integral and Itô's calculus
Law of large numbers and central limit theory under uncertainty
Nonlinear expectation
Parabolic partial differential equation
Risk measure
Stochastic differential equation
Super-hedging
©版权所有 ©2017 CSpace - Powered by
CSpace