This book is an introduction to Malliavin calculus as a generalization of the classical non-anticipating Ito calculus to an anticipating setting. It presents the development of the theory and its use in new fields of application.
Malliavin Calculus for Lévy Processes with Applications to Finance (Universitext)
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Book Details
PublisherSpringer
ISBN / ASIN354078571X
ISBN-139783540785712
AvailabilityUsually ships in 24 hours
Sales Rank739,040
CategoryMathematics
MarketplaceUnited States 🇺🇸
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