LIBROS DEL AUTOR: frank proske

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  • Malliavin Calculus for Lévy Processes with Applications to Finance
    Bernt Øksendal / Frank Proske / Giulia Di Nunno
    There are already several excellent books on Malliavin calculus. However, most of them deal only with the theory of Malliavin calculus for Brownian motion, with [35] as an honorable exception. Moreover, most of them discuss only the applicationto regularityresults for solutions ofSDEs, as this wasthe original motivation when Paul Malliavin introduced ...
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