Stochastic Calculus of Variations in Mathematical Finance

Stochastic Calculus of Variations in Mathematical Finance

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Malliavin calculus provides an infinite-dimensional differential calculus in the context of continuous paths stochastic processes. The calculus includes formulae of integration by parts and Sobolev spaces of differentiable functions defined on a probability space. This new book, demonstrating the re...

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Bibliographic Details
Main Authors: Malliavin, Paul (Author), Thalmaier, Anton (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg, 2006.
Series:Springer Finance
Subjects:
Mathematical analysis.
Analysis (Mathematics).
Economics, Mathematical.
Public finance.
Economics.
Public Economics.
Quantitative Finance.
Analysis.
Online Access:Full Text via HEAL-Link

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ΒΚΠ - Πατρα: ALFd

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Call Number: 330.01 BAU
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ΒΚΠ - Πατρα: BSC

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Call Number: 330.01 BAU
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