Uncertainty on Uncertainties

Jean-Pierre Aubin (), Luxi Chen and Olivier Dordan
Additional contact information
Jean-Pierre Aubin: Viabilité, Marchés, Automatique et Décision (VIMADES)
Luxi Chen: Viabilité, Marchés, Automatique et Décision (VIMADES)
Olivier Dordan: Viabilité, Marchés, Automatique et Décision (VIMADES)

Chapter Chapter 3 in Tychastic Measure of Viability Risk, 2014, pp 63-81 from Springer

Abstract: Abstract This chapter deals with the various mathematical translation of the polysemous concepts of uncertainty and proposes some heterodox approaches: contingent and impulse uncertainty, stochastic and tychastic uncertainty, the relations between them.

Keywords: Stochastic Differential Equation; Differential Inclusion; Risky Asset; Nonstandard Analysis; Management Rule (search for similar items in EconPapers)
Date: 2014
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-08129-8_3

Ordering information: This item can be ordered from
http://www.springer.com/9783319081298

DOI: 10.1007/978-3-319-08129-8_3

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().