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The Malliavin Calculus and Related Topics · Study

BookThe Malliavin Calculus and Related Topics

David Nualart1995

Book1995

The Malliavin Calculus and Related Topics

1,545 citations·0/0 files stored·Probability and its applications

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Stochastic processes and financial applications Stochastic processes and statistical mechanics Geometric Analysis and Curvature Flows

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2001Stochastic Calculus with Respect to Gaussian Processes 2004Numerical Challenges in the Use of Polynomial Chaos Representations for Stochastic Processes 2005Central limit theorems for sequences of multiple stochastic integrals 2009Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility 2008Stein’s method on Wiener chaos 1996The law of the Euler scheme for stochastic differential equations 2004A numerical scheme for BSDEs 2009Mean-field backward stochastic differential equations and related partial differential equations

Details

Year1995

Typebook

Published1995-01-01

VenueProbability and its applications

ISSN-L1431-7028

Languageen

Citations1,545

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/978-1-4757-2437-0

openalex_workW4293510232

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