Malliavin Calculus for Lévy Processes with Applications to Finance (Universitext)
Book Details
Publisher
Springer
ISBN / ASIN
354078571X
ISBN-13
9783540785712
Availability
Usually ships in 24 hours
Sales Rank
#739,040
Category
Mathematics
Marketplace
United States 🇺🇸
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.
