Stochastic analysis: itô and malliavin calculus in tandem
Auteur :
Matsumoto, Hiroyuki / Taniguchi, Setsuo
Éditeur :
Cambridge University Press
ISBN :
9781107140516
Date de publication :
7 nov. 2016
Dimensions :
23,5 x 15,7 x 2,5 cm
Poids :
630 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
This compact, graduate-level text develops the Itô calculus and the Malliavin calculus in tandem, laying out a balanced toolbox for researchers and students in mathematics and mathematical finance, and taking readers from foundations to current, groundbreaking applications.