Malliavin Calculus for Processes with Jumps (Stochastic...

Main
Mathematics
Malliavin Calculus for Processes with...

Malliavin Calculus for Processes with Jumps (Stochastic Monographs : Theory and Applications of Stochastic Processes 2)

Klaus Bichteler, Jean-Bernard Gravereaux, Jean Jacod

0 / 0

Sukakah Anda buku ini?

Bagaimana kualitas file yang diunduh?

Unduh buku untuk menilai kualitasnya

Bagaimana kualitas file yang diunduh?

Book by Bichteler, Klaus, Gravereaux, Jean-Bernard, Jacod, Jean

Kategori:

Tahun:

1987

Edisi:

1

Penerbit:

Routledge

Bahasa:

english

Halaman:

171

ISBN 10:

2881241859

ISBN 13:

9782881241857

Nama seri:

Stochastic Monographs : Theory and Applications of Stochastic Processes 2

File:

PDF, 5.53 MB

IPFS:

,

english, 1987

Membaca daring

Pengubahan menjadi sedang diproses

Pengubahan menjadi gagal

Mungkin Anda tertarik

Floyd B. Hanson — Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis, and Computation (Advances in Design and Control)

Klaus Bichteler, Jean-Bernard Gravereaux, Jean Jacod — Malliavin Calculus for Processes with Jumps (Stochastic Monographs : Theory and Applications of Stochastic Processes, Vol 2)

Nobuyuki Ikeda, Shinzō Watanabe — Stochastic Differential Equations and Diffusion Processes, (Second Edition)

Kiyosi Ito — Stochastic Analysis: Proceedings of the Taniguchi International Symposium on Stochastic Analysis, Katata and Kyoto, 1982

Han Zhang — The Malliavin calculus

Hiroyuki Matsumoto, Setsuo Taniguchi — Stochastic Analysis

Marta Sanz-Sole — Malliavin Calculus with Applications to Stochastic Partial Differential Equations

Squassina — Quasi-Linear Elliptic Problems (2006)

Yasushi Ishikawa — Stochastic Calculus of Variations for Jump Processes

Sanz-Sole M. — A course on Malliavin calculus, with applications to stochastic PDEs

Daniel L. Ocone (auth.), Hayri Korezlioglu, Ali Süleyman Ustunel (eds.) — Stochastic Analysis and Related Topics: Proceedings of a Workshop held in Silivri, Turkey, July 7–9, 1986

Rozovskii, Boris L(Editor) — Stochastic Partial Differential Equations and Their Applications: Proceedings of Ifip Wg 7/1 International Conference University of North Carolina at Charlotte, NC, June 6 8,1991

Mark Freidlin, Alexander Wentzell (auth.), Pao-Liu Chow, George Yin, Boris Mordukhovich (eds.) — Topics in Stochastic Analysis and Nonparametric Estimation

Ikeda N., Watanabe S. — Stochastic Differential Equations and Diffusion Processes

Alain Bensoussan — Stochastic Control by Functional Analysis Methods

Kiyosi Ito — Stochastic analysis

Bell, Denis R. — The Malliavin Calculus

Alain Bensoussan — Stochastic Control of Partially Observable Systems

Bell, Denis — Degenerate Stochastic Differential Equations and Hypoellipticity

Denis R. Bell — Malliavin Calculus

Rainer Buckdahn — Anticipative Girsanov Transformations and Skorohod Stochastic Differential Equations

Ichiro Shigekawa — Stochastic Analysis

Marta Sanz-Sole — Malliavin calculus with applications to stochastic partial differential equations

Nualart, David; Nualart, Eulalia — Introduction to Malliavin calculus

Hiroyuki Matsumoto, Setsuo Taniguchi — Stochastic analysis : Itô and Malliavin calculus in tandem

Frederi Viens, Jin Feng, Yaozhong Hu, Eulalia Nualart — Malliavin Calculus and Stochastic Analysis: A Festschrift in Honor of David Nualart

Klaus Bichteler, Jean-Bernard Gravereaux, Jean Jacod — Malliavin Calculus for Processes with Jumps (Stochastic Monographs: Theory and Applications of Stochastic Processes, Vol 2)

Yasushi Ishikawa — Stochastic Calculus of Variations for Jump Processes

Yasushi Ishikawa — Stochastic Calculus of Variations for Jump Processes

Yasushi Ishikawa — Stochastic Calculus of Variations: For Jump Processes

Yasushi Ishikawa — Stochastic Calculus of Variations: For Jump Processes

Hiroshi Kunita — Stochastic Flows and Jump-Diffusions

Istilah kunci