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On Malliavin calculus and approximation of stochastic integrals for Lévy processes

On Malliavin calculus and approximation of stochastic integrals for Lévy processes

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Bibliographic Details
Main Author: Laukkarinen, Eija, kirjoittaja
Format: Doctoral dissertation
Language:eng
Published: Jyväskylä : 2017.
Series:Report / University of Jyväskylä, Department of Mathematics and Statistics, 137.
Subjects:
Stochastic analysis.
Stochastic process.
Stochastic integrals.
Approximation theory.
Lévy process.
Malliavian calculus.
approksimointi
stokastiset prosessit
Online Access:JYX-julkaisuarkisto / JYX Digital Archive
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Description
Item Description:Artikkeliväitöskirjan yhteenveto-osa ja 3 eripainosta.

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