All Stories

  1. Accepted Manuscript Martingale representation for degenerate diffusions A.S. Üstünel
  2. Innovation Conjecture
  3. Malliavin Calculus for American Options
  4. Recent results in Stochastic Analysis and the Malliavin Calculus.
  5. Transformation of Measure on Wiener Space
  6. Exponential moments of Wiener functionals
  7. An Introduction to Analysis on Wiener Space
  8. I am the editor of this book, which contains all the important results about the Malliavin Calculus.