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Stochastic Analysis: Ito and malliavin calculus in tandem /

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Xehetasun bibliografikoak
Egile nagusia:	Matsumoto,Hiroyuki
Beste egile batzuk:	Taniguchi,setsuo
Hizkuntza:	English
Argitaratua:	New York : Cambridge university , 2017
Gaiak:	Stochastic analysis malliavin calculus

Antzeko izenburuak

Stochastic analysis : Itô and Malliavin calculus in tandem /
nork: Matsumoto, Hiroyuki
Argitaratua: (2017)

Stochastic Analysis: Ito and malliavin calculus in tandem/
nork: Matsumoto,Hiroyuki
Argitaratua: (2017)

Transformation of measure on Wiener space /
nork: Ustunel, A. S., et al.
Argitaratua: (2000)

Malliavin Calculus at Saint-flour/
nork: Ikeda, Nobuyuki

Introduction to stochastic calculus with applications /
nork: Klebaner, Fima C.
Argitaratua: (2012)

Elementary stochastic calculus
nork: Mikosch, Thomas
Argitaratua: (1998)

Stochastic calculus: a practical introduction
nork: Durrett,Richard
Argitaratua: (1996)

Normal approximations with Malliavin calculus : from Stein's method to universality /
nork: Nourdin, Ivan, et al.
Argitaratua: (2012)

Stochastic Calculus and applications
nork: Elliot, Robert James
Argitaratua: (1982)

From stochastic calculus to mathematical finance
nork: Kabanov, Yu

Introduction to stochastic calculus with applications
nork: Klebaner, Fima C.
Argitaratua: (2005)

Stochastic calculus for finance II: continuous-time models
nork: Shreve, Steven E.
Argitaratua: (2004)

Stochastic calculus for finance I: the binomial asset pricing model
nork: Shreve, Steven E.
Argitaratua: (2009)

Malliavin calculus: with applications to stochastic partial differntial equations.
nork: Saanz-Sole, Marta
Argitaratua: (2005)

Introduction to stochastic calculus with applications /
nork: Klebaner, Fima C.
Argitaratua: (1998)

Introduction to stochastic calculus with applications.- 2nd ed. /
nork: Klebaner, Fima C.
Argitaratua: (2005)

Introduction to stochastic calculus with applications. - 3rd ed. /
nork: Klebaner, Fima C.
Argitaratua: (2012)

Stochastic differential equations : an introduction with applications /
nork: Øksendal, B. K.
Argitaratua: (2013)

Martingales and stochastic analysis /
nork: Yeh, J.
Argitaratua: (1995)

Recent development in stochastic dynamics and stochastic analysis /
Argitaratua: (2010)

Stochastic processes
nork: Mehta, K M
Argitaratua: (1976)

Real and stochastic analysis.
nork: Rao, M.M.-ed
Argitaratua: (1997)

Malliavin calculus: with applications to stochastic partial differential equations /
nork: Sanz-Sole, Marta
Argitaratua: (2005)

Stochastic analysis
nork: Friedman, Avner, et al.
Argitaratua: (1978)

Recent advances in stochastic calculus
nork: Baras, John S. [ed.]
Argitaratua: (1990)

Introdution to stochastic calculus applied to finance
nork: Lamberton, Damien
Argitaratua: (2008)

Introduction to stochastic analysis : integrals and differential equations /
nork: Mackevicius, Vigirdas
Argitaratua: (2011)

Stochastic flows and stochastic differential equations
nork: kunita, H.

Stochastic processes
nork: Bass, Richard F.
Argitaratua: (2011)

Stochastic and deterministic averaging processors
nork: Mars, P
Argitaratua: (1981)

Stochastic modelling and analysis
nork: Aniyan Kunju, T.
Argitaratua: (1993)

Stochastic analysis and applications
Argitaratua: (2007)

Stochastic calculus : a practical introduction /
nork: Durrett, Richard
Argitaratua: (1996)

Stochastic analysis; a tribute to the memory of Rollo Davidson.
nork: Kendall, D.G
Argitaratua: (1973)

Ito's stochastic calculus and probability theory /
nork: Ikeda, N
Argitaratua: (1996)

Stochastic analysis and applications : proceedings of the 1989 Lisbon conference /
nork: Cruzeiro.A.B.ed
Argitaratua: (1991)

Stochastic Petri Nets: modelling,stability,simulation /
nork: Hass,Peter.J
Argitaratua: (2002)

Stochastic processes, estimation and control
nork: Jason L Speyer
Argitaratua: (2008)

Stochastic energetics
nork: Sekimoto,K
Argitaratua: (2010)

Discrete stochastics
nork: Jacobs, Konrad; Author
Argitaratua: (1992)