An Introduction to the Malliavin Calculus and Its Applications (Q2949893)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Introduction to the Malliavin Calculus and Its Applications |
scientific article |
Statements
An Introduction to the Malliavin Calculus and Its Applications (English)
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5 October 2015
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Malliavin calculus
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normal approximations
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Stein's method
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stochastic integrals
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Wiener chaos expansion
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Ornstein-Uhlenbeck semigroup
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