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[会议论文] 作者:PengShige;, 来源:第八届工业与应用数学国际大会 年份:2015
  The uncertainty of probability distributions can be described and calculated by nonlinear expectation.Nonlinear parabolic PDE plays a crucially important ro...
[会议论文] 作者:PengShige;, 来源:第八届工业与应用数学国际大会 年份:2015
  We report our recent progress of using G-normal distribution VaR(G-VaR).Our comparison with VaR and Garch-VaR shows the robustness and adaptedness of this n...
[会议论文] 作者:CaiZhijie[1]ChenGui-QiangG.[2]HuangHuaxiong[3]LULiqiang[1]OckendonHilary[2]OckendonJohn[2]PengShige[4, 来源:第八届工业与应用数学国际大会 年份:2015
  The aim of this section is to boost the use of mathematics as an industrial resource in China and around the world.It will highlight(i)the global experience...
[会议论文] 作者:CaiZhijie[1]ChenGui-QiangG.[2]HuangHuaxiong[3]LULiqiang[1]OckendonHilary[2]OckendonJohn[2]PengShige[4, 来源:第八届工业与应用数学国际大会 年份:2015
  The aim of this section is to boost the use of mathematics as an industrial resource in China and around the world.It will highlight(i)the global experience...
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