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Malliavin Calculus

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This introduction to Malliavin's stochastic calculus of variations emphasizes the problem that motivated the subject's development, with detailed accounts of the different forms of the theory developed by Stroock and Bismut, discussions of the relationship between these two approaches, and descriptions of a variety of applications. 1987 edition.
Request Code : ZLIBIO1311135
Categories:
Year:
1987
Edition:
1st
Publisher:
Longman Higher Education
Language:
English
Pages:
124
ISBN 10:
0582994861
ISBN 13:
9780582994867
ISBN:
0582994861,9780582994867
Series:
Pitman Monographs & Surveys in Pure & Applied Mathematics.

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