Detalls del llibre
This book is an introduction to Malliavin calculus as a generalization of the classical non-anticipating Ito calculus to an anticipating setting. It presents the development of the theory and its use in new fields of application.
- Autors Giulia Di Nunno, Bernt Øksendal, Frank Proske
- ISBN13 9783540785712
- ISBN10 354078571X
- Pàgines 418
- Any Edició 2009
- Fecha de publicación 15/09/2009
- Idioma Alemany, Francès
Ressenyes i valoracions
Malliavin Calculus for Levy Processes with Applications to Finance (Alemany, Francès)
- De
- Giulia Di Nunno, Bernt Øksendal, Frank Proske
- |
- SPRINGER (2009)
- 9783540785712



