Malliavin calculus for processes with jumps / Klaus Bichteler, Jean-Bernard Gravereaux, Jean Jacod
Type de document : MonographieCollection : Stochastic monographs, 2Langue : anglais.Pays : Etats Unis.Éditeur : New York : Gordon and Breach, 1987Description : 1 vol. (IX-161 p.) ; 24 cmISBN : 2881241859.ISSN : 0275-5785.Bibliographie : Bibliogr. p. 155-157. Index.Sujet MSC : 60H07, Probability theory and stochastic processes -- Stochastic analysis, Stochastic calculus of variations and the Malliavin calculus60G30, Probability theory and stochastic processes -- Stochastic processes, Continuity and singularity of induced measures
60-02, Probability theory and stochastic processes, Research exposition (monographs, survey articles)
60J75, Probability theory and stochastic processes -- Markov processes, Jump processes
| Current location | Call number | Status | Date due | Barcode |
|---|---|---|---|---|
| CMI Salle R | 60 BIC (Browse shelf) | Available | 09749-01 |
Bibliogr. p. 155-157. Index
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