Download Malliavin Calculus for Lévy Processes with Applications to by Giulia Di Nunno,Bernt Øksendal,Frank Proske PDF

By Giulia Di Nunno,Bernt Øksendal,Frank Proske

This ebook is an creation to Malliavin calculus as a generalization of the classical non-anticipating Ito calculus to an expecting environment. It offers the improvement of the speculation and its use in new fields of application.

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