Introduction to Malliavin Calculus

Introduction to Malliavin Calculus
Author: David Nualart
Publisher: Cambridge University Press
Total Pages: 249
Release: 2018-09-27
Genre: Business & Economics
ISBN: 1107039126
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A compact introduction to this active and powerful area of research, combining basic theory, core techniques, and recent applications.


Introduction to Malliavin Calculus
Language: en
Pages: 249

Introduction to Malliavin Calculus

Authors: David Nualart
Categories: Business & Economics
Type: BOOK - Published: 2018-09-27 - Publisher: Cambridge University Press

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A compact introduction to this active and powerful area of research, combining basic theory, core techniques, and recent applications.
Introduction to Stochastic Analysis and Malliavin Calculus
Language: en
Pages: 286

Introduction to Stochastic Analysis and Malliavin Calculus

Authors: Giuseppe Da Prato
Categories: Mathematics
Type: BOOK - Published: 2014-07-01 - Publisher: Springer

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This volume presents an introductory course on differential stochastic equations and Malliavin calculus. The material of the book has grown out of a series of c
Malliavin Calculus for Lévy Processes with Applications to Finance
Language: en
Pages: 421

Malliavin Calculus for Lévy Processes with Applications to Finance

Authors: Giulia Di Nunno
Categories: Mathematics
Type: BOOK - Published: 2008-10-08 - Publisher: Springer Science & Business Media

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This book is an introduction to Malliavin calculus as a generalization of the classical non-anticipating Ito calculus to an anticipating setting. It presents th
The Malliavin Calculus and Related Topics
Language: en
Pages: 273

The Malliavin Calculus and Related Topics

Authors: David Nualart
Categories: Mathematics
Type: BOOK - Published: 2013-12-11 - Publisher: Springer Science & Business Media

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The origin of this book lies in an invitation to give a series of lectures on Malliavin calculus at the Probability Seminar of Venezuela, in April 1985. The con
The Malliavin Calculus
Language: en
Pages: 124

The Malliavin Calculus

Authors: Denis R. Bell
Categories: Mathematics
Type: BOOK - Published: 2012-12-03 - Publisher: Courier Corporation

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This introductory text presents detailed accounts of the different forms of the theory developed by Stroock and Bismut, discussions of the relationship between