Malliavin calculus for processes with jumps

Malliavin calculus for processes with jumps / Klaus Bichteler, Jean-Bernard Gravereaux, Jean Jacod.

Saved in:
Bibliographic Details
Main Author: Bichteler, Klaus
Other Authors: Gravereaux, Jean-Bernard, 1945-, Jacod, Jean
Format: Book
Language:English
Published: New York : Gordon and Breach Science Publishers, c1987.
Series:Stochastic monographs ; v. 2.
Subjects:
Stochastic analysis.
Functional analysis.
Description
Item Description:Includes index.
Physical Description:ix, 161 p. ; 24 cm.
Bibliography:Bibliography: p. 155-157.
ISBN:2881241859
ISSN:0275-5785 ;

Similar Items