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Besides, forward integration is included and indeed extended to general Lévy processes. The forward integration is a recent development within anticipative stochastic calculus that, together with the Malliavin calculus, provides new methods for the study of insider trading problems.
To allow more flexibility in the treatment of the mathematical tools, the generalization of Malliavin calculus to the white noise framework is also discussed.
This book is a valuable resource for graduate students, lecturers in stochastic analysis and applied researchers.
Besides, forward integration is included and indeed extended to general Lévy processes. The forward integration is a recent development within anticipative stochastic calculus that, together with the Malliavin calculus, provides new methods for the study of insider trading problems.
To allow more flexibility in the treatment of the mathematical tools, the generalization of Malliavin calculus to the white noise framework is also discussed.
This book is a valuable resource for graduate students, lecturers in stochastic analysis and applied researchers.
Erscheinungsjahr: | 2008 |
---|---|
Fachbereich: | Wahrscheinlichkeitstheorie |
Genre: | Mathematik |
Rubrik: | Naturwissenschaften & Technik |
Medium: | Taschenbuch |
Seiten: | 418 |
Inhalt: |
xiv
418 S. |
ISBN-13: | 9783540785712 |
ISBN-10: | 354078571X |
Sprache: | Englisch |
Herstellernummer: | 978-3-540-78571-2 |
Autor: |
Di Nunno, Giulia
Øksendal, Bernt Proske, Frank |
Auflage: | 2009 |
Hersteller: |
Springer
Springer, Berlin Springer Berlin Heidelberg |
Abbildungen: | XIV, 418 p. |
Maße: | 18 x 156 x 236 mm |
Von/Mit: | Giulia Di Nunno (u. a.) |
Erscheinungsdatum: | 06.11.2008 |
Gewicht: | 0,656 kg |
Erscheinungsjahr: | 2008 |
---|---|
Fachbereich: | Wahrscheinlichkeitstheorie |
Genre: | Mathematik |
Rubrik: | Naturwissenschaften & Technik |
Medium: | Taschenbuch |
Seiten: | 418 |
Inhalt: |
xiv
418 S. |
ISBN-13: | 9783540785712 |
ISBN-10: | 354078571X |
Sprache: | Englisch |
Herstellernummer: | 978-3-540-78571-2 |
Autor: |
Di Nunno, Giulia
Øksendal, Bernt Proske, Frank |
Auflage: | 2009 |
Hersteller: |
Springer
Springer, Berlin Springer Berlin Heidelberg |
Abbildungen: | XIV, 418 p. |
Maße: | 18 x 156 x 236 mm |
Von/Mit: | Giulia Di Nunno (u. a.) |
Erscheinungsdatum: | 06.11.2008 |
Gewicht: | 0,656 kg |