Các phép toán malliavin và ứng dụng: Luận văn Thạc sĩ Toán học. Chuyên ngành: Lý thuyết xác suất và thống kê tính toán

Trình bày về tích phân bôi itô; Trình bày về các phép toán malliavin; ứng dụng các phép toán malliavin vào tài chính

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Bibliographic Details
Main Author:	Lê, Trung Kiên
Format:	Book
Language:	Undetermined
Published:	Cần Thơ Trường Đại học Cần Thơ 2010
Subjects:	Malliavin calculus,Mathematical statistics,Phép toán Malliavin,Toán học thống kê
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Institutions:	Trung tâm Học liệu Trường Đại học Cần Thơ

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Summary:	Trình bày về tích phân bôi itô; Trình bày về các phép toán malliavin; ứng dụng các phép toán malliavin vào tài chính

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