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浏览/检索结果: 共3条，第1-3条 帮助 限定条件 专题：山东大学    第一署名单位    第一作者单位    通讯作者单位     已选(0)清除 条数/页：5101520253035404550556065707580859095100   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