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Results: 1 to 30 of 46 found      Go to page: 1 2

[1] Ivan Nourdin, David Nualart and Giovanni Peccati. Strong asymptotic independence on Wiener chaos. Proc. Amer. Math. Soc. 144 (2016) 875-886.
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[2] Yuzuru Inahama. Large deviation principle of Freidlin-Wentzell type for pinned diffusion processes. Trans. Amer. Math. Soc. 367 (2015) 8107-8137.
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[3] Ivan Nourdin and Giovanni Peccati. The optimal fourth moment theorem. Proc. Amer. Math. Soc. 143 (2015) 3123-3133.
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[4] S. V. Bodnarchuk and O. M. Kulik. Stochastic control based on time-change transformations for stochastic processes with L\'evy noise. Theor. Probability and Math. Statist. 86 (2013) 13-31.
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[5] O. M. Kulik, Yu. S. Mishura and O. M. Soloveĭko. Convergence with respect to the parameter of a series and the differentiability of barrier option prices with respect to the barrier. Theor. Probability and Math. Statist. 81 (2010) 117-130. MR 2667314.
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[6] Vladimir I. Bogachev. Infinite dimensional transformations. Math. Surveys Monogr. 164 (2010) 329-368.
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[7] Vladimir I. Bogachev. Applications. Math. Surveys Monogr. 164 (2010) 401-426.
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[8] Vladimir I. Bogachev. Logarithmic gradients. Math. Surveys Monogr. 164 (2010) 189-226.
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[9] Vladimir I. Bogachev. Measures on manifolds. Math. Surveys Monogr. 164 (2010) 369-400.
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[10] Vladimir I. Bogachev. Differentiable measures on linear spaces. Math. Surveys Monogr. 164 (2010) 69-104.
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[11] Vladimir I. Bogachev. Background material. Math. Surveys Monogr. 164 (2010) 1-38.
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[12] Vladimir I. Bogachev. Sobolev spaces on $\mathbb {R}^n$. Math. Surveys Monogr. 164 (2010) 39-68.
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[13] Vladimir I. Bogachev. Differentiable Measures and the Malliavin Calculus. Math. Surveys Monogr. 164 (2010) MR MR2663405.
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[14] Vladimir I. Bogachev. Subspaces of differentiability of measures. Math. Surveys Monogr. 164 (2010) 133-156.
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[15] Vladimir I. Bogachev. The Malliavin calculus. Math. Surveys Monogr. 164 (2010) 279-328.
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[16] Vladimir I. Bogachev. Some classes of differentiable measures. Math. Surveys Monogr. 164 (2010) 105-132.
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[17] Vladimir I. Bogachev. Integration by parts and logarithmic derivatives. Math. Surveys Monogr. 164 (2010) 157-188.
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[18] Vladimir I. Bogachev. Sobolev classes on infinite dimensional spaces. Math. Surveys Monogr. 164 (2010) 227-278.
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[19] Applications of Malliavin calculus in finance. CBMS Regional Conference Series in Mathematics 110 (2009) 75-80.
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[20] David Nualart. Malliavin Calculus and Its Applications. CBMS Regional Conference Series in Mathematics 110 (2009) MR MR2498953.
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[21] Application of Malliavin calculus to diffusion processes. CBMS Regional Conference Series in Mathematics 110 (2009) 45-54.
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[22] The Ornstein-Uhlenbeck semigroup. CBMS Regional Conference Series in Mathematics 110 (2009) 19-25.
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[23] The derivative operator. CBMS Regional Conference Series in Mathematics 110 (2009) 1-11.
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[24] The divergence operator. CBMS Regional Conference Series in Mathematics 110 (2009) 13-18.
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[25] Regularity of probability laws. CBMS Regional Conference Series in Mathematics 110 (2009) 33-37.
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[26] Central limit theorems and Malliavin calculus. CBMS Regional Conference Series in Mathematics 110 (2009) 67-73.
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[27] Sobolev spaces and equivalence of norms. CBMS Regional Conference Series in Mathematics 110 (2009) 27-31.
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[28] Support properties. Density of the maximum. CBMS Regional Conference Series in Mathematics 110 (2009) 39-44.
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[29] The divergence operator as a stochastic integral. CBMS Regional Conference Series in Mathematics 110 (2009) 55-65.
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[30] Thomas Cass, Peter Friz and Nicolas Victoir. Non-degeneracy of Wiener functionals arising from rough differential equations. Trans. Amer. Math. Soc. 361 (2009) 3359-3371. MR 2485431.
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Results: 1 to 30 of 46 found      Go to page: 1 2


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