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[1] S. V. Kuchuk-Yatsenko, Yu. S. Mishura and Ye. Yu. Munchak. An application of the Malliavin calculus for calculating the precise and approximate prices of options with stochastic volatility. Theor. Probability and Math. Statist. 94 (2017) 97-120.
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[2] Yaozhong Hu and Khoa Lê. Nonlinear Young integrals and differential systems in H\"older media. Trans. Amer. Math. Soc. 369 (2017) 1935-2002. MR 3581224.
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[3] Denis Bell. Superdegenerate hypoelliptic differential operators. Contemporary Mathematics 668 (2016) 13-20.
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[4] 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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[5] 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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[6] Ivan Nourdin and Giovanni Peccati. The optimal fourth moment theorem. Proc. Amer. Math. Soc. 143 (2015) 3123-3133.
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[7] 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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[8] 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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[9] Vladimir I. Bogachev. Infinite dimensional transformations. Math. Surveys Monogr. 164 (2010) 329-368.
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[10] Vladimir I. Bogachev. Applications. Math. Surveys Monogr. 164 (2010) 401-426.
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[11] Vladimir I. Bogachev. Logarithmic gradients. Math. Surveys Monogr. 164 (2010) 189-226.
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[12] Vladimir I. Bogachev. Measures on manifolds. Math. Surveys Monogr. 164 (2010) 369-400.
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[13] Vladimir I. Bogachev. Differentiable measures on linear spaces. Math. Surveys Monogr. 164 (2010) 69-104.
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[14] Vladimir I. Bogachev. Background material. Math. Surveys Monogr. 164 (2010) 1-38.
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[15] Vladimir I. Bogachev. Sobolev spaces on $\mathbb {R}^n$. Math. Surveys Monogr. 164 (2010) 39-68.
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[16] Vladimir I. Bogachev. Differentiable Measures and the Malliavin Calculus. Math. Surveys Monogr. 164 (2010) MR MR2663405.
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[17] Vladimir I. Bogachev. Subspaces of differentiability of measures. Math. Surveys Monogr. 164 (2010) 133-156.
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[18] Vladimir I. Bogachev. The Malliavin calculus. Math. Surveys Monogr. 164 (2010) 279-328.
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[19] Vladimir I. Bogachev. Some classes of differentiable measures. Math. Surveys Monogr. 164 (2010) 105-132.
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[20] Vladimir I. Bogachev. Integration by parts and logarithmic derivatives. Math. Surveys Monogr. 164 (2010) 157-188.
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[21] Vladimir I. Bogachev. Sobolev classes on infinite dimensional spaces. Math. Surveys Monogr. 164 (2010) 227-278.
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[22] Applications of Malliavin calculus in finance. CBMS Regional Conference Series in Mathematics 110 (2009) 75-80.
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[23] David Nualart. Malliavin Calculus and Its Applications. CBMS Regional Conference Series in Mathematics 110 (2009) MR MR2498953.
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[24] Application of Malliavin calculus to diffusion processes. CBMS Regional Conference Series in Mathematics 110 (2009) 45-54.
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[25] The Ornstein-Uhlenbeck semigroup. CBMS Regional Conference Series in Mathematics 110 (2009) 19-25.
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[26] The derivative operator. CBMS Regional Conference Series in Mathematics 110 (2009) 1-11.
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[27] The divergence operator. CBMS Regional Conference Series in Mathematics 110 (2009) 13-18.
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[28] Regularity of probability laws. CBMS Regional Conference Series in Mathematics 110 (2009) 33-37.
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[29] Central limit theorems and Malliavin calculus. CBMS Regional Conference Series in Mathematics 110 (2009) 67-73.
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[30] Sobolev spaces and equivalence of norms. CBMS Regional Conference Series in Mathematics 110 (2009) 27-31.
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Results: 1 to 30 of 49 found      Go to page: 1 2

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