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Malliavin calculus for processes with jumps / Klaus Bichteler, Jean-Bernard Gravereaux, Jean Jacod

Auteur principal : Bichteler, Klaus, 1938-, AuteurCo-auteur : Gravereaux, Jean-Bernard, 1945-, Auteur • Jacod, Jean, 1944-, AuteurType 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 calculus
60G30, 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
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Bibliogr. p. 155-157. Index

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