Portada

THE MALLIAVIN CALCULUS AND RELATED TOPICS IBD

SPRINGER
11 / 2010
9783642066511
Inglés

Sinopsis

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.