【摘 要】
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The uncertainty of probability distributions can be described and calculated by nonlinear expectation.Nonlinear parabolic PDE plays a crucially important ro
【机 构】
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Shandong University
论文部分内容阅读
The uncertainty of probability distributions can be described and calculated by nonlinear expectation.Nonlinear parabolic PDE plays a crucially important role in the modeling and calculation of this model uncertainty problem.The theoretical foundation is our new law of large numbers and central limit theorem in the framework of nonlinear expectation.We also discuss the corresponding continuous time frameworks.
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