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Analysis on Wiener Space and Applications

Year: 2010
Type: preprint
Abstract: The aim of this book is to give a rigorous introduction for the graduate students to Analysis on Wiener space, a subject which has grown up very quickly these recent years under the new impulse of the Stochastic Calculus of Variations of Paul Malliavin.
Language: English
Subfield: Finance
Open Access status: green
OpenAlex ID: W1594631033
Cites: 47
Cited by: 31
Related to: 10