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Stochastic Calculus of Variations in Mathematical Finance
This up to date text demonstrates the relevance of Malliavin calculus for Mathematical Finance. It starts with an exposition from scratch of this theory. Gre... »
This up to date text demonstrates the relevance of Malliavin calculus for Mathematical Finance. It starts with an exposition from scratch of this theory. Gre... »
Integration and Probability
This text introduces probability and spectral analysis to advanced students and mathematicians. It acquaints the reader with Fourier analysis in Euclidean sp... »
This text introduces probability and spectral analysis to advanced students and mathematicians. It acquaints the reader with Fourier analysis in Euclidean sp... »
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