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Thalmaier, Anton
Libros de: Thalmaier, Anton
Mostrando 1 libros encontrados. (1 páginas).
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Stochastic Calculus Of Variations In Mathematical Finance.
Malliavin, Paul Thalmaier, Anton
Springer (2006)
- EAN: 9783540434313
- Páginas: 142
- Fecha de edición: 2006
pvp.56,10 €
Disponible entre 11 y 20 dias
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 ...
