Malliavin Calculus for Levy Processes and Infinite-Dimensional Brownian Motion

Horst Osswald

After functional, measure and stochastic analysis prerequisites, the author covers chaos decomposition, Skorohod integral processes, Malliavin derivative and Girsanov transformations.
  • Limba : Engleza
  • Data Publicarii : 01 Mar 2012
  • Format : Hardback
  • Numar pagini : 428
  • ISBN : 9781107016149
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453.99 Lei
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