Malliavin calculus for Lévy processes with applications to finance / by Giulia Di Nunno, Bernt Øksendal, Frank Proske

Auteur principal : Di Nunno, Giulia, 1973-, AuteurCo-auteur : Øksendal, Bernt Karsten, 1945-, Auteur • Proske, Frank, 1970-, AuteurType de document : Livre numériqueCollection : UniversitextLangue : anglais.Éditeur : Berlin : Springer, 2008ISBN: 9783540785729.ISSN: 2191-6675.Sujet MSC : 60G10, Probability theory and stochastic processes, Stationary stochastic processes
60H07, Probability theory and stochastic processes - Stochastic analysis, Stochastic calculus of variations and the Malliavin calculus
60H40, Probability theory and stochastic processes - Stochastic analysis, White noise theory
60J65, Probability theory and stochastic processes - Markov processes, Brownian motion
60J74, Probability theory and stochastic processes - Markov processes, Jump processes on discrete state spacesEn-ligne : Springerlink | MathSciNet
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