On Malliavin calculus and approximation of stochastic integrals for Lévy processes

6533b88afe1ef96bd12e0bd5

RESEARCH PRODUCT

On Malliavin calculus and approximation of stochastic integrals for Lévy processes

subject

Stochastic integrals Approximation theory Malliavian calculus Stochastic analysis approksimointi Lévy process Stochastic process stokastiset prosessit

year	journal	country	edition	language
2012-01-01

http://urn.fi/URN:ISBN:978-951-39-7198-4

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