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1.

図書
図書
1. Lectures on probability theory and statistics : École d'été de probabilités de Saint-Flour XXV - 1995
M.T. Barlow, D. Nualart ; editor, P. Bernard
出版情報: Berlin : Springer, c1998  viii, 237 p. ; 24 cm
シリーズ名: Lecture notes in mathematics ; 1690
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2.

図書
図書
2. Nonlinear stochastic integrators, equations and flows
by René A. Carmona and David Nualart
出版情報: New York : Gordon and Breach Science Publishers, c1990  vii, 159 p. ; 24 cm
シリーズ名: Stochastics monographs : theory and applications of stochastic processes ; v. 6
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3.

図書
図書
3. Barcelona Seminar on Stochastic Analysis : St. Feliu de Guíxols, 1991 (: Basel ; : Boston)
David Nualart, Marta Sanz Solé, editors
出版情報: Basel ; Boston : Birkhäuser, 1993  234 p. ; 24cm
シリーズ名: Progress in probability ; 32
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4.

図書
図書
4. The Malliavin calculus and related topics. 2nd ed
David Nualart
出版情報: Berlin : Springer, c2006  xiv, 382 p. ; 25 cm
シリーズ名: Probability and its applications
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5.

図書
図書
5. Malliavin calculus and its applications
David Nualart
出版情報: Providence, R.I. : Published for the Conference Board of the Mathematical Sciences by the American Mathematical Society with support from the National Science Foundation, c2009  viii, 85 p. ; 26 cm
シリーズ名: Regional conference series in mathematics ; no. 110
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目次情報: 続きを見る
The derivative operator
The divergence operator
The Ornstein-Uhlenbeck semigroup
Sobolev spaces and equivalence of norms
Regularity of probability laws Support properties
Density of the maximum
Application of Malliavin calculus to diffusion processes
The divergence operator as a stochastic integral
Central limit theorems and Malliavin calculus
Applications of Malliavin calculus in finance
Bibliography
Index
The derivative operator
The divergence operator
The Ornstein-Uhlenbeck semigroup
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