While the original works on Malliavin calculus aimed to study the smoothness of densities of solu...
The Abel Symposium 2005 was organized as a tribute to the work of Kiyosi Ito on the occasion of h...
The Abel Symposia volume at hand contains a collection of high-quality articles written by the wo...
Kiyosi Ito, the founder of stochastic calculus, is one of the few central figures of the twent...
Kiyosi Ito, the founder of stochastic calculus, is one of the few central figures of the twent...
The Abel Symposia volume at hand contains a collection of high-quality articles written by the wo...
While the original works on Malliavin calculus aimed to study the smoothness of densities of s...
This book presents innovations in the mathematical foundations of financial analysis and numerica...