Francis Hirsch – författare
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5 produkter
Dirichlet Forms and Analysis on Wiener Space
Av Nicolas Bouleau, Francis Hirsch
Inbunden, 1991
1609 kr
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The subject of this book is analysis on Wiener space by means of Dirichlet forms and Malliavin calculus. There are already several literature on this topic, but this book has some different viewpoints.First the authors review the theory of Dirichlet forms, but they observe only functional analytic, …
Dirichlet Forms and Analysis on Wiener Space
Av Francis Hirsch, Nicolas Bouleau
E-bok, 2010
1505 kr
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The subject of this book is analysis on Wiener space by means of Dirichlet forms and Malliavin calculus. There are already several literature on this topic, but this book has some different viewpoints. First the authors review the theory of Dirichlet forms, but they observe only functional …
Peacocks and Associated Martingales, with Explicit Constructions
Av Francis Hirsch, Christophe Profeta m. fl.
Inbunden, 2011
1098 kr
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We call peacock an integrable process which is increasing in the convex order; such a notion plays an important role in Mathematical Finance. A deep theorem due to Kellerer states that a process is a peacock if and only if it has the same one-dimensional marginals as a martingale. Such a martingale …
Peacocks and Associated Martingales, with Explicit Constructions
Av Marc Yor, Bernard Roynette m. fl.
E-bok, 2011
1459 kr
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We call peacock an integrable process which is increasing in the convex order; such a notion plays an important role in Mathematical Finance. A deep theorem due to Kellerer states that a process is a peacock if and only if it has the same one-dimensional marginals as a martingale. Such a martingale …
Peacocks and Associated Martingales, with Explicit Constructions
Av Francis Hirsch, Christophe Profeta m. fl.
Häftad, 2013
1098 kr
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We call peacock an integrable process which is increasing in the convex order; such a notion plays an important role in Mathematical Finance. A deep theorem due to Kellerer states that a process is a peacock if and only if it has the same one-dimensional marginals as a martingale. Such a martingale …