Nualart, David
The Malliavin Calculus and Related Topics
Table of contents
0. Introduction
David Nualart
1. Analysis on the Wiener space
David Nualart
2. Regularity of probability laws
David Nualart
3. Anticipating stochastic calculus
David Nualart
4. Transformations of the Wiener measure
David Nualart
5. Fractional Brownian motion
David Nualart
6. Malliavin Calculus in finance
David Nualart
7. Malliavin Calculus in finance
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Avainsanat: MATHEMATICS / General MAT000000
- Tekijä(t)
- Nualart, David
- Julkaisija
- Springer
- Julkaisuvuosi
- 2006
- Kieli
- en
- Painos
- 1
- Kategoria
- Eksaktit luonnontieteet
- Tiedostomuoto
- E-kirja
- eISBN (PDF)
- 9783540283294
