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Search result for [ subject:"Malliavin calculus."]

6 records (0.023s)· Page 1 of 1 • 1

1.

Stochastic calculus of variations :f...

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Ishikawa, Yasushi, (1959 October 1-)
- Stochastic calculus of variations :for jump processes /
- by: Ishikawa, Yasushi, (1959 October 1-)
- Language materials, printed : Monograph/item
- Publisher: Walter de Gruyter GmbH & Co.,KG,
- Place of Publication: Boston :
- Year of Publication: 2016
- ISBN: 9783110377767; 9783110378085
- Availability: 1 Copie(s) available | 1 Copie(s) available for loan
- based on 0 review(s)
2.
- Selected topics in Malliavin calculuschaos, divergence and so much more /
- by: Decreusefond, Laurent.; SpringerLink (Online service)
- Electronic resources : Monograph/item
- Language: 英文
- Publisher: Imprint: Springer,; Springer International Publishing :
- Place of Publication: Cham :
- Year of Publication: 2022
- ISBN: 9783031013102; 9783031013119
- Availability: 1 Copie(s) available | 1 Copie(s) available for loan
- based on 0 review(s)
3.

Introduction to stochastic analysis ...

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Da Prato, Giuseppe.
- Introduction to stochastic analysis and Malliavin calculus
- by: Da Prato, Giuseppe.; SpringerLink (Online service)
- Electronic resources : Monograph/item
- Language: 英文
- Publisher: Imprint: Edizioni della Normale,; Scuola Normale Superiore :
- Place of Publication: Pisa :
- Year of Publication: 2014
- ISBN: 9788876424977; 9788876424991
- Availability: 1 Copie(s) available | 1 Copie(s) available for loan
- based on 0 review(s)
4.

Malliavin calculus for Levy processe...

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Nunno, Giulia Di.
- Malliavin calculus for Levy processes with applications to finance
- by: Nunno, Giulia Di.; Oksendal, Bernt.; Proske, Frank.; SpringerLink (Online service)
- Electronic resources : Monograph/item
- Language: 英文
- Publisher: Springer Berlin Heidelberg,
- Place of Publication: Berlin, Heidelberg :
- Year of Publication: 2009
- ISBN: 9783540785712; 9783540785729
- Availability: 1 Copie(s) available | 1 Copie(s) available for loan
- based on 0 review(s)
5.

Equations involving malliavin calcul...

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Levajkovic, Tijana.
- Equations involving malliavin calculus operatorsapplications and numerical approximation /
- by: Levajkovic, Tijana.; Mena, Hermann.; SpringerLink (Online service)
- Electronic resources : Monograph/item
- Language: 英文
- Publisher: Imprint: Springer,; Springer International Publishing :
- Place of Publication: Cham :
- Year of Publication: 2017
- ISBN: 9783319656779; 9783319656786
- Availability: 1 Copie(s) available | 1 Copie(s) available for loan
- based on 0 review(s)
6.
- Computation of greeks using the discrete Malliavin calculus and binomial tree
- by: Muroi, Yoshifumi.; SpringerLink (Online service)
- Electronic resources : Monograph/item
- Language: 英文
- Publisher: Imprint: Springer,; Springer Nature Singapore :
- Place of Publication: Singapore :
- Year of Publication: 2022
- ISBN: 9789811910722; 9789811910739
- Availability: 1 Copie(s) available | 1 Copie(s) available for loan
- based on 0 review(s)

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