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- 件名Malliavin calculus Calculus of variations Jump processes......vin Calcul des variations Processus de sauts Processus ...
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Stochastic calculus of variations for jump processes (De Gruyter studies in mathematics ; volume 54)
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- 件名Malliavin calculus. Calculus of variations. Jump processes.
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- 件名Differential equations -- Numerical solutions Finite element method Calculus Calculus of variations
- 件名（識別子）Differential equations -- Numerical solutions Finite element method Calculus Calculus of variations
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- 要約等...he sensitivity of options using ......rete Malliavin calculus. It also shows......t applications of the discrete Malliavin calculus approach to th......ial tree model offer fundamental......pproach is one of the most popul...... approach also offers a powerful...... sensitivities of the price of derivative sec...... The Malliavin calculus, the stochastic methods of variations, is one of the most popul...... the Malliavin calculus, the book intr......rete Malliavin calculus, a theory of the functional......rete Malliavin calculus is significant......nctional space of the Bernoulli random walk is ...
- 内容細目...n to Malliavin Calculus in Continuous Time Model Disc...
- 件名Malliavin calculus Equations, Bin......ial. Malliavin calculus.
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- 件名Calculus of variations -- Congresses. Differential e...
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- 件名変分法. Calculus of variations.
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- 一般注記Papers. Index term: calculus ; geometric ev......blems ; CIME ; variations. BL shelfmark: 5180.200 [no] ...
- 並列タイトル等（連結）calculus ; geometric evolution problems ; CIME ; variations
- 並列タイトル等calculus ; geometric evolution problems ; CIME ; variations
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- 要約等...ontained study of the Riemann ap...... to the theory of random variati......athematical proofs. The author focuses on non-a...
- 件名Random variables. Calculus of variations. Path integrals. Mathematical...
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- 件名Calculus of variations Banach spaces
- 件名（識別子）Calculus of variations Banach spaces
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- 件名Shape theory (Topology) Calculus of variations
- 件名（識別子）Shape theory (Topology) Calculus of variations
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- 件名Calculus of variations Banach spaces
- 件名（識別子）Calculus of variations Banach spaces
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- 件名Reaction-diffusion equations Stochastic systems Calculus of variations Convergence
- 件名（識別子）Reaction-diffusion equations Stochastic systems Calculus of variations Convergence
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- 件名変分法. リーマン[Riemann]多様体. Calculus of variations. Harmonic maps.
- 一般注記Translation of: 変分法と調和写像.
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- 件名Calculus of variations Functional analysis Duality t...
- 件名（識別子）Calculus of variations Functional analysis Duality t...
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- 件名Mathematical analysis Calculus of variations Mathematical optimization Con...
- 件名（識別子）Mathematical analysis Calculus of variations Mathematical optimization Con...
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- 件名Calculus of variations Mathematical analysis Variati...
- 件名（識別子）Calculus of variations Mathematical analysis Variati...
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- 件名Calculus of variations Engineering mathematics
- 件名（識別子）Calculus of variations Engineering mathematics