On Malliavin calculus and approximation of stochastic integrals for Lévy processes

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

On Malliavin calculus and approximation of stochastic integrals for Lévy processes by Laukkarinen, Eija

Published 2012

Doctoral dissertation