SØG - mellem flere end 8 millioner bøger:
Viser: Introduction to Malliavin Calculus
Introduction to Malliavin Calculus
David Nualart og Eullia Nualart
(2018)
Sprog: Engelsk
Detaljer om varen
- Paperback: 246 sider
- Udgiver: Cambridge University Press (September 2018)
- Forfattere: David Nualart og Eullia Nualart
- ISBN: 9781107611986
1. Brownian motion;
2. Stochastic calculus;
3. Derivative and divergence operators;
4. Wiener chaos;
5. Ornstein-Uhlenbeck semigroup;
6. Stochastic integral representations;
7. Study of densities;
8. Normal approximations;
9. Jump processes;
10. Malliavin calculus for jump processes I;
11. Malliavin calculus for jump processes II; Appendix A. Basics of stochastic processes; References; Index.