# 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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