Selected Topics in Malliavin Calculus : Chaos, Divergence and So Much More / Laurent Decreusefond
| Selected Topics in Malliavin Calculus : Chaos, Divergence and So Much More / Laurent Decreusefond |
| Autore | Decreusefond, Laurent |
| Pubbl/distr/stampa | Cham, : Bocconi University, : Springer, 2022 |
| Descrizione fisica | xi, 172 p. : ill. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60Hxx - Stochastic analysis [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Fractional Brownian motion Malliavin Calculus Malliavin Gradient Poisson process Stein's method Wiener chaos Wiener space |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0278129 |
Decreusefond, Laurent
|
||
| Cham, : Bocconi University, : Springer, 2022 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Selected Topics in Malliavin Calculus : Chaos, Divergence and So Much More / Laurent Decreusefond
| Selected Topics in Malliavin Calculus : Chaos, Divergence and So Much More / Laurent Decreusefond |
| Autore | Decreusefond, Laurent |
| Pubbl/distr/stampa | Cham, : Bocconi University, : Springer, 2022 |
| Descrizione fisica | xi, 172 p. : ill. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60Hxx - Stochastic analysis [MSC 2020] |
| Soggetto non controllato |
Brownian Motion
Fractional Brownian motion Malliavin Calculus Malliavin Gradient Poisson process Stein's method Wiener chaos Wiener space |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00278129 |
Decreusefond, Laurent
|
||
| Cham, : Bocconi University, : Springer, 2022 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stochastic Analysis and Related Topics 6. : Proceedings of the Sixth Oslo—Silivri Workshop Geilo, 1996 / L. Decreusefond [et al.] editors]
| Stochastic Analysis and Related Topics 6. : Proceedings of the Sixth Oslo—Silivri Workshop Geilo, 1996 / L. Decreusefond [et al.] editors] |
| Pubbl/distr/stampa | Boston, : Springer, : Birkhäuser, 1998 |
| Descrizione fisica | vi, 409 p. ; 24 cm |
| Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
60-XX - Probability theory and stochastic processes [MSC 2020] |
| Soggetto non controllato |
Boundary Value Problems
Jump Processes Parameters Probability Theory Stochastic Calculus Stochastic differential equations Variation |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00298111 |
| Boston, : Springer, : Birkhäuser, 1998 | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||