On Malliavin calculus and approximation of stochastic integrals for Lévy processes

dc.contributor.author	Laukkarinen, Eija
dc.date.accessioned	2018-01-26T11:35:25Z
dc.date.available	2018-01-26T11:35:25Z
dc.date.issued	2012
dc.identifier.isbn	978-951-39-7198-4
dc.identifier.other	oai:jykdok.linneanet.fi:1815887
dc.identifier.uri	https://jyx.jyu.fi/handle/123456789/56922
dc.format.extent	1 verkkoaineisto (ii, 21, 73 sivua, 4 numeroimatonta sivua) : kuvitettu
dc.language.iso	eng
dc.publisher	University of Jyväskylä
dc.relation.ispartofseries	Report / University of Jyväskylä, Department of Mathematics and Statistics
dc.relation.isversionof	Julkaistu myös painettuna.
dc.subject.other	Stochastic analysis
dc.subject.other	Stochastic process
dc.subject.other	Stochastic integrals
dc.subject.other	Approximation theory
dc.subject.other	Lévy process
dc.subject.other	Malliavian calculus
dc.title	On Malliavin calculus and approximation of stochastic integrals for Lévy processes
dc.type	Diss.
dc.identifier.urn	URN:ISBN:978-951-39-7198-4
dc.contributor.yliopisto	University of Jyväskylä	en
dc.contributor.yliopisto	Jyväskylän yliopisto	fi
dc.contributor.oppiaine	Matematiikka	fi
dc.relation.issn	1457-8905
dc.relation.numberinseries	137
dc.rights.accesslevel	openAccess	fi
dc.subject.yso	approksimointi
dc.subject.yso	stokastiset prosessit

Samankaltainen aineisto