This book is focused on the recent developments on problems of probability model uncertainty by using the notion of nonlinear expectations and, in particular, sublinear expectations. It provides a gentle coverage of the theory of nonlinear expectations and related stochastic analysis. Many notions and results, for example, G-normal distribution, G-Brownian motion, G-Martingale representation theorem, and related stochastic calculus are first introduced or obtained by the author.

With exercises to practice at the end of each chapter, this book can be used as a graduate textbook for students in probability theory and mathematical finance. Each chapter also concludes with a section *Notes and Comments,* which gives history and further references on the material covered in that chapter.

Researchers and graduate students interested in probability theory and mathematical finance will find this book very useful.

This book is written by the following authors:

- Shige Peng

The publisher of this book is Springer Berlin Heidelberg

This book was published on 2019-09-19

The ISBNs of this book are:

- ISBN-10: 3662599023
- ISBN-13: 9783662599020

This book has a total of 212 pages and 212 printed pages.

This book belong to the following categories:

- Mathematics / Probability & Statistics / General
- Mathematics / Applied
- Mathematics / Probability & Statistics / Stochastic Processes
- Business & Economics / Accounting / General

This book is written in English.

There is currently no information available on the reader reviews of this book.

The dimensions of this book are:

- Height: 25.00 cm
- Thickness: 1.40 cm
- Width: 15.50 cm