Télécharger le livre :  Stochastic Calculus of Variations in Mathematical Finance
Ajouter à ma liste d'envies
Malliavin calculus provides an infinite-dimensional differential calculus in the context of continuous paths stochastic processes. The calculus includes formulae of integration by parts and Sobolev spaces of differentiable functions defined on a probability space. This...

Editeur : Springer
Parution : 2006-02-25

PDF

52,74