the Malliavin Calculus (or Stochastic Calculus Of Variations) Is An Infinite-dimensional Differential Calculus On A Gaussian Space. Originally, It Was Developed To Provide A Probabilistic Proof To Hörmander's Sum Of Squares Theorem, But It Has Found A Wide Range Of Applications In Stochastic Analysi
Mixed Brownian–fractional Brownian model: absence of arbitrage and related topics
✍ Scribed by Androshchuk, Taras; Mishura, Yuliya
- Book ID
- 127079381
- Publisher
- Taylor and Francis Group
- Year
- 2006
- Tongue
- English
- Weight
- 232 KB
- Volume
- 78
- Category
- Article
- ISSN
- 1744-2508
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