Probability, Uncertainty and Quantitative Risk View Homepage


Ontology type: schema:Periodical      Open Access: True


Journal Info

START YEAR

2016

PUBLISHER

Springer Singapore

LANGUAGE

en

HOMEPAGE

http://probability-risk.springeropen.com

Recent publications latest 20 shown

  • 2020-11-03 Fully nonlinear stochastic and rough PDEs: Classical and viscosity solutions
  • 2020-08-28 Efficient hedging under ambiguity in continuous time
  • 2020-07-22 Convergence of the deep BSDE method for coupled FBSDEs
  • 2020-06-03 Uncertainty and filtering of hidden Markov models in discrete time
  • 2020-05-19 Upper risk bounds in internal factor models with constrained specification sets
  • 2020-03-24 Moderate deviation for maximum likelihood estimators from single server queues
  • 2020-02-19 Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting
  • 2019-11-05 Nonlinear regression without i.i.d. assumption
  • 2019-08-26 Publisher Correction to: Probability, uncertainty and quantitative risk, volume 4
  • 2019-08-15 Correction to: “Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting”
  • 2019-05-28 Affine processes under parameter uncertainty
  • 2019-04-16 Law of large numbers and central limit theorem under nonlinear expectations
  • 2019-03-30 The Cauchy problem of Backward Stochastic Super-Parabolic Equations with Quadratic Growth
  • 2019-02-11 Piecewise constant martingales and lazy clocks
  • 2019-01-04 Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs
  • 2018-10-20 Optimal control with delayed information flow of systems driven by G-Brownian motion
  • 2018-06-05 Risk excess measures induced by hemi-metrics
  • 2018-06-05 Pricing formulae for derivatives in insurance using Malliavin calculus
  • 2018-06-05 Zero covariation returns
  • 2018-06-05 Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle
  • JSON-LD is the canonical representation for SciGraph data.

    TIP: You can open this SciGraph record using an external JSON-LD service: JSON-LD Playground Google SDTT

    [
      {
        "@context": "https://springernature.github.io/scigraph/jsonld/sgcontext.json", 
        "description": "

    Considering the recent and very dynamical development of the theory of backward stochastic differential equations which, thanks to its vast field of applications in stochastic control, games, finance, PDEs and SPDEs has attracted many researchers, but which also has opened the development of other new research subjects as those of nonlinear expectation and path-dependent PDEs, it is important to accompany and to stimulate the future development with a journal which, on one side, is dedicated to these topics, but forms on the other side also a bridge to new approaches in probability theory in a larger sense and is open for new developments.

    The journal Probability, Uncertainty and Quantitative Risk emerges as the times require. The objective of the journal is to publish works of high standard in the cutting-edge topics of

    1. Ambiguity and Knightian Uncertainty, mathematical modelling under uncertainty,\u00a0\u00a0

    2. Backward stochastic differential equations, non-linear expectation and\u00a0 path-dependent PDEs,

    3. Dynamic risk measures,

    4. Mathematical modelling in finance and economics,

    5. Quantitative risks,

    6. Recursive Utility,

    7. Stochastic dynamical systems under model uncertainty,

    8. Uncertainty quantification,

    9. Computational aspects and numerical methods related with the above topics,

    10. Related topics, among them namely also related statistics and data science,

    11. Opening to new approaches and high quality manuscripts in Theoretical and Applied Probability Theory.

    The related topics can be understood in a rather large sense, going from mathematical approaches, where the above topics play a key role or constitute an important tool, like backward SDE methods in stochastic control problems, differential games in the context of uncertainty which may be, e.g., related with asymmetric information, to a vast field of applications as, for instance, mean-field approaches in finance or in modelling systematic risk, but concerning also new approaches and developments in stochastic analysis and probability theory.

    ", "editor": [ { "familyName": "Peng", "givenName": "Shi-Ge", "type": "Person" } ], "id": "sg:journal.1290466", "inLanguage": [ "en" ], "isAccessibleForFree": true, "issn": [ "2095-9672", "2367-0126" ], "license": "Fully Open Access", "name": "Probability, Uncertainty and Quantitative Risk", "productId": [ { "name": "dimensions_id", "type": "PropertyValue", "value": [ "290466" ] }, { "name": "lccn_id", "type": "PropertyValue", "value": [ "2018254205" ] }, { "name": "nlm_unique_id", "type": "PropertyValue", "value": [ "101742923" ] }, { "name": "nsd_ids_id", "type": "PropertyValue", "value": [ "496475" ] } ], "publisher": { "name": "Springer Singapore", "type": "Organization" }, "publisherImprint": "Springer", "sameAs": [ "https://app.dimensions.ai/discover/publication?and_facet_source_title=jour.1290466" ], "sdDataset": "journals", "sdDatePublished": "2022-01-01T19:31", "sdLicense": "https://scigraph.springernature.com/explorer/license/", "sdPublisher": { "name": "Springer Nature - SN SciGraph project", "type": "Organization" }, "sdSource": "s3://com-springernature-scigraph/baseset/20220101/entities/gbq_results/journal/journal_0.jsonl", "startYear": "2016", "type": "Periodical", "url": "http://probability-risk.springeropen.com" } ]
     

    Download the RDF metadata as:  json-ld nt turtle xml License info

    HOW TO GET THIS DATA PROGRAMMATICALLY:

    JSON-LD is a popular format for linked data which is fully compatible with JSON.

    curl -H 'Accept: application/ld+json' 'https://scigraph.springernature.com/journal.1290466'

    N-Triples is a line-based linked data format ideal for batch operations.

    curl -H 'Accept: application/n-triples' 'https://scigraph.springernature.com/journal.1290466'

    Turtle is a human-readable linked data format.

    curl -H 'Accept: text/turtle' 'https://scigraph.springernature.com/journal.1290466'

    RDF/XML is a standard XML format for linked data.

    curl -H 'Accept: application/rdf+xml' 'https://scigraph.springernature.com/journal.1290466'


     

    This table displays all metadata directly associated to this object as RDF triples.

    44 TRIPLES      19 PREDICATES      24 URIs      20 LITERALS      7 BLANK NODES

    Subject Predicate Object
    1 sg:journal.1290466 schema:description <p>Considering the recent and very dynamical development of the theory of backward stochastic differential equations which, thanks to its vast field of applications in stochastic control, games, finance, PDEs and SPDEs has attracted many researchers, but which also has opened the development of other new research subjects as those of nonlinear expectation and path-dependent PDEs, it is important to accompany and to stimulate the future development with a journal which, on one side, is dedicated to these topics, but forms on the other side also a bridge to new approaches in probability theory in a larger sense and is open for new developments.</p><p>The journal Probability, Uncertainty and Quantitative Risk emerges as the times require. The objective of the journal is to publish works of high standard in the cutting-edge topics of </p><p>1. Ambiguity and Knightian Uncertainty, mathematical modelling under uncertainty,   </p><p>2. Backward stochastic differential equations, non-linear expectation and  path-dependent PDEs,</p><p>3. Dynamic risk measures,</p><p>4. Mathematical modelling in finance and economics,</p><p>5. Quantitative risks,</p><p>6. Recursive Utility,</p><p>7. Stochastic dynamical systems under model uncertainty,</p><p>8. Uncertainty quantification,</p><p>9. Computational aspects and numerical methods related with the above topics,</p><p>10. Related topics, among them namely also related statistics and data science,</p><p>11. Opening to new approaches and high quality manuscripts in Theoretical and Applied Probability Theory.</p><p>The related topics can be understood in a rather large sense, going from mathematical approaches, where the above topics play a key role or constitute an important tool, like backward SDE methods in stochastic control problems, differential games in the context of uncertainty which may be, e.g., related with asymmetric information, to a vast field of applications as, for instance, mean-field approaches in finance or in modelling systematic risk, but concerning also new approaches and developments in stochastic analysis and probability theory.</p>
    2 schema:editor N92eadd4b2b114aa6ae646e7b36f77023
    3 schema:inLanguage en
    4 schema:isAccessibleForFree true
    5 schema:issn 2095-9672
    6 2367-0126
    7 schema:license Fully Open Access
    8 schema:name Probability, Uncertainty and Quantitative Risk
    9 schema:productId N21976b6294f743c0a275e3520e0c8e6d
    10 N4cb22226ec4e4c3f81e44fd9cf0195d8
    11 N9eab1b8a4b1848b4acf9adac84bd9e12
    12 Ncda1568279a5487e924c289a494796fc
    13 schema:publisher Na29557e177254b6eb6f8817c4c8328c5
    14 schema:publisherImprint Springer
    15 schema:sameAs https://app.dimensions.ai/discover/publication?and_facet_source_title=jour.1290466
    16 schema:sdDatePublished 2022-01-01T19:31
    17 schema:sdLicense https://scigraph.springernature.com/explorer/license/
    18 schema:sdPublisher N87bccfbe989d411abef3b74c58c82297
    19 schema:startYear 2016
    20 schema:url http://probability-risk.springeropen.com
    21 sgo:license sg:explorer/license/
    22 sgo:sdDataset journals
    23 rdf:type schema:Periodical
    24 N21976b6294f743c0a275e3520e0c8e6d schema:name lccn_id
    25 schema:value 2018254205
    26 rdf:type schema:PropertyValue
    27 N4cb22226ec4e4c3f81e44fd9cf0195d8 schema:name nsd_ids_id
    28 schema:value 496475
    29 rdf:type schema:PropertyValue
    30 N87bccfbe989d411abef3b74c58c82297 schema:name Springer Nature - SN SciGraph project
    31 rdf:type schema:Organization
    32 N92eadd4b2b114aa6ae646e7b36f77023 rdf:first Na26205e4a28f42a1beb413f341451abf
    33 rdf:rest rdf:nil
    34 N9eab1b8a4b1848b4acf9adac84bd9e12 schema:name dimensions_id
    35 schema:value 290466
    36 rdf:type schema:PropertyValue
    37 Na26205e4a28f42a1beb413f341451abf schema:familyName Peng
    38 schema:givenName Shi-Ge
    39 rdf:type schema:Person
    40 Na29557e177254b6eb6f8817c4c8328c5 schema:name Springer Singapore
    41 rdf:type schema:Organization
    42 Ncda1568279a5487e924c289a494796fc schema:name nlm_unique_id
    43 schema:value 101742923
    44 rdf:type schema:PropertyValue
     




    Preview window. Press ESC to close (or click here)


    ...