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On Malliavin calculus and approximation of stochastic integrals for Lévy processes
Published 2012JYX-julkaisuarkisto / JYX Digital Archive
Doctoral dissertation -
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On fractional smoothness and approximations of stochastic integrals
Published 2009Get full text
Doctoral dissertation -
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Decoupling on the Wiener space and variational estimates for BSDEs
Published 2015Yhteenveto-osa
Doctoral dissertation -
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On Malliavin calculus and approximation of stochastic integrals for Lévy processes
Published 2012Doctoral dissertation -
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Decoupling on the Wiener space and variational estimates for BSDEs
Published 2015JYX julkaisuarkisto / JYX Digital Archive
Linkki verkkoaineistoon
Doctoral dissertation -
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Markov chain backward stochastic differential equations in modeling insurance policy
Published 2022Get full text Get full textMaster's thesis -
10
On the uniqueness of a solution and stability of McKean-Vlasov stochastic differential equations
Published 2020Get full text Get full textMaster's thesis