The Malliavin Calculus and Related Topics
There have been ten years since the publication of the ?rst edition of this book. Since then, new applications and developments of the Malliavin c- culus have appeared. In preparing this second edition we have taken into account some of these new applications, and in this spirit, the book has two ad...
Κύριος συγγραφέας: | |
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Συγγραφή απο Οργανισμό/Αρχή: | |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2006.
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Σειρά: | Probability, its Applications,
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Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Πίνακας περιεχομένων:
- Analysis on the Wiener space
- Regularity of probability laws
- Anticipating stochastic calculus
- Transformations of the Wiener measure
- Fractional Brownian motion
- Malliavin Calculus in finance
- Malliavin Calculus in finance.