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Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion
After functional, measure and stochastic analysis prerequisites, the author covers chaos decomposition, Skorohod integral processes, Malliavin derivative and Girsanov transformations.
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| Lenguaje: | eng |
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Cambridge University Press
2012
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| Acceso en línea: | http://cds.cern.ch/record/1438668 |
| _version_ | 1780924635354759168 |
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| author | Osswald, Horst |
| author_facet | Osswald, Horst |
| author_sort | Osswald, Horst |
| collection | CERN |
| description | After functional, measure and stochastic analysis prerequisites, the author covers chaos decomposition, Skorohod integral processes, Malliavin derivative and Girsanov transformations. |
| id | cern-1438668 |
| institution | Organización Europea para la Investigación Nuclear |
| language | eng |
| publishDate | 2012 |
| publisher | Cambridge University Press |
| record_format | invenio |
| spelling | cern-14386682021-04-22T00:29:11Zhttp://cds.cern.ch/record/1438668engOsswald, HorstMalliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian MotionMathematical Physics and MathematicsAfter functional, measure and stochastic analysis prerequisites, the author covers chaos decomposition, Skorohod integral processes, Malliavin derivative and Girsanov transformations.Cambridge University Pressoai:cds.cern.ch:14386682012 |
| spellingShingle | Mathematical Physics and Mathematics Osswald, Horst Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion |
| title | Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion |
| title_full | Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion |
| title_fullStr | Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion |
| title_full_unstemmed | Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion |
| title_short | Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion |
| title_sort | malliavin calculus for lévy processes and infinite-dimensional brownian motion |
| topic | Mathematical Physics and Mathematics |
| url | http://cds.cern.ch/record/1438668 |
| work_keys_str_mv | AT osswaldhorst malliavincalculusforlevyprocessesandinfinitedimensionalbrownianmotion |