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(Research report / Forskningsrapport, 1963)
(Research report / Forskningsrapport, 1963)
(Research report / Forskningsrapport, 1997)
(Research report / Forskningsrapport, 1993)
(Research report / Forskningsrapport, 1993)
(Research report / Forskningsrapport, 1993)
(Research report / Forskningsrapport, 1999)
(Research report / Forskningsrapport, 1998)
(Master thesis / Masteroppgave, 2014)
This master thesis gives an extensive survey of fundamental concepts in stochastic analy- sis like Itô s stochastic calculus and Malliavin calculus. These tools form the framework to numerically study the solutions of the ...
(Research report / Forskningsrapport, 1998)