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Generalisations and applications of the Clark-Ocone formula
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Yang, Yuxin, (Researcher in mathematics) (2011) Generalisations and applications of the Clark-Ocone formula. PhD thesis, University of Warwick.
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Official URL: http://webcat.warwick.ac.uk/record=b2669625~S1
Item Type: | Thesis (PhD) | ||||
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Subjects: | Q Science > QA Mathematics | ||||
Library of Congress Subject Headings (LCSH): | Stochastic analysis | ||||
Official Date: | March 2011 | ||||
Dates: |
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Institution: | University of Warwick | ||||
Theses Department: | Mathematics Institute | ||||
Thesis Type: | PhD | ||||
Publication Status: | Unpublished | ||||
Supervisor(s)/Advisor: | Elworthy, K. D. | ||||
Sponsors: | University of Warwick | ||||
Extent: | iv, 117 leaves | ||||
Language: | eng |
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