On Malliavin calculus and approximation of stochastic integrals for Lévy processes

On Malliavin calculus and approximation of stochastic integrals for Lévy processes

Show other versions (1)
Bibliographic Details
Main Author: Laukkarinen, Eija
Format: Doctoral dissertation
Language:eng
Published: Jyväskylä : 2012
Series:Report / University of Jyväskylä, Department of Mathematics and Statistics, 137.
Subjects:
stokastiset prosessit
approksimointi
stokastinen analyysi
Malliavin-laskenta
Lévy-prosessit
stochastic calculus
Malliavin calculus
stochastic processes
Lévy processes
approximation
Online Access:https://jyu.finna.fi/Record/jykdok.1241133
Description
Item Description:Artikkeliväitöskirjan yhteenveto-osa ja 3 eripainosta.

Similar Items