Stochastic analysis of Bernoulli processes.
Probability Surveys [electronic only] (2008)
- Volume: 5, page 435-483
- ISSN: 1549-5787
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topPrivault, Nicolas. "Stochastic analysis of Bernoulli processes.." Probability Surveys [electronic only] 5 (2008): 435-483. <http://eudml.org/doc/225091>.
@article{Privault2008,
author = {Privault, Nicolas},
journal = {Probability Surveys [electronic only]},
keywords = {Malliavin calculus; Bernoulli processes; discrete time; chaotic calculus; functional inequalities; option hedging},
language = {eng},
pages = {435-483},
publisher = {Sponsored by Institute of Mathematical Statistics and by the Bernoulli Society},
title = {Stochastic analysis of Bernoulli processes.},
url = {http://eudml.org/doc/225091},
volume = {5},
year = {2008},
}
TY - JOUR
AU - Privault, Nicolas
TI - Stochastic analysis of Bernoulli processes.
JO - Probability Surveys [electronic only]
PY - 2008
PB - Sponsored by Institute of Mathematical Statistics and by the Bernoulli Society
VL - 5
SP - 435
EP - 483
LA - eng
KW - Malliavin calculus; Bernoulli processes; discrete time; chaotic calculus; functional inequalities; option hedging
UR - http://eudml.org/doc/225091
ER -
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