Malliavin Calculus for Lévy Processes with Applications to Finance (Universitext)
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Book Details
Publisher
Springer
ISBN / ASIN
354078571X
ISBN-13
9783540785712
Category
Mathematics
Marketplace
France 🇫🇷
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Description
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.
