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Stochastic Analysis in Infinite Dimensions BOOK CHAPTER published in Springer Finance |
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Equilibria in Incomplete Assets Economies with Infinite Dimensional Spot Markets JOURNAL ARTICLE published in SSRN Electronic Journal |
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Specific Models BOOK CHAPTER published in Springer Finance |
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General Models BOOK CHAPTER published in Springer Finance |
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An Introduction to Infinite-Dimensional Analysis BOOK published 2006 |
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The Malliavin Calculus BOOK CHAPTER published in Springer Finance |
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Brownian motion BOOK CHAPTER published 2006 in An Introduction to Infinite-Dimensional Analysis |
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Gradient systems BOOK CHAPTER published 2006 in An Introduction to Infinite-Dimensional Analysis |
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Complex Analysis on Infinite Dimensional Spaces BOOK published 1999 in Springer Monographs in Mathematics |
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Term Structure Factor Models BOOK CHAPTER published in Springer Finance |
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Examples of Markov semigroups BOOK CHAPTER published 2006 in An Introduction to Infinite-Dimensional Analysis |
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The Cameron–Martin formula BOOK CHAPTER published 2006 in An Introduction to Infinite-Dimensional Analysis |
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Weak convergence of measures BOOK CHAPTER published 2006 in An Introduction to Infinite-Dimensional Analysis |
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An economy with infinite dimensional commodity space and empty core JOURNAL ARTICLE published January 1987 in Economics Letters |
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Invariant measures for Markov semigroups BOOK CHAPTER published 2006 in An Introduction to Infinite-Dimensional Analysis |
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Gaussian measures in Hilbert spaces BOOK CHAPTER published 2006 in An Introduction to Infinite-Dimensional Analysis |
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Extensions BOOK CHAPTER published 1999 in Springer Monographs in Mathematics |
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Polynomials BOOK CHAPTER published 1999 in Springer Monographs in Mathematics |
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Equilibria in incomplete assets economies with infinite dimensional spot markets JOURNAL ARTICLE published February 2009 in Economic Theory |
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HEAT KERNEL ANALYSIS ON INFINITE DIMENSIONAL GROUPS PROCEEDINGS ARTICLE published November 2005 in Infinite Dimensional Harmonic Analysis III |