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Malliavin calculus.

概要

作品:	12 作品在 7 項出版品 7 種語言

書目資訊

Large deviations and the Malliavin calculus / by: (書目-語言資料,印刷品)

An Introduction to analysis on Wiener space / by: (書目-語言資料,印刷品)

Transformation of measure on Wiener space / by: (書目-語言資料,印刷品)

Introduction to stochastic analysis and Malliavin calculus by: (書目-電子資源)

Equations involving malliavin calculus operators = applications and numerical approximation / by: (書目-電子資源)

Malliavin calculus for Levy processes and infinite-dimensional Brownian motion = an introduction / by: (書目-電子資源)

Computation of greeks using the discrete Malliavin calculus and binomial tree by: (書目-電子資源)

Selected topics in Malliavin calculus = chaos, divergence and so much more / by: (書目-電子資源)

Introduction to stochastic analysis and malliavin calculus / by: (書目-語言資料,印刷品)

Malliavin calculus for Levy processes with applications to finance by: (書目-電子資源)

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主題

Differential equations, Hypoelliptic.

Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences.

Diffusion processes.

Stochastic analysis.

Levy processes.

Probability Theory and Stochastic Processes.

Numerical Analysis.

Applications of Mathematics.

Manifolds (Mathematics)

Statistical Theory and Methods.

Financial Economics.

Quantitative Finance.

Approximation theory.

Functional Analysis.

Probability Theory.

Partial Differential Equations.

Statistics in Business, Management, Economics, Finance, Insurance.

Differential equations, Partial- Asymptotic theory.

Measure and Integration.

Calculus of Variations and Optimal Control; Optimization.

Equations, Binomial.

Stochastic Calculus.

Malliavin calculus.

Stochastic differential equations.

Brownian motion processes.

Derivative securities- Mathematics.

Mathematical Statistics.

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