Malliavin Calculus for Lévy Processes and Infinite-Dimensional Brownian Motion - Osswald, Horst
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After functional, measure and stochastic analysis prerequisites, the author covers chaos decomposition, Skorohod integral processes, Malliavin derivative and Girsanov transformations.

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Produktbeschreibung
After functional, measure and stochastic analysis prerequisites, the author covers chaos decomposition, Skorohod integral processes, Malliavin derivative and Girsanov transformations.
Autorenporträt
Horst Osswald is a Professor of Mathematics at Universität München.