The Malliavin Calculus (Dover Books on Mathematics) - Tapa blanda

Libro 157 de 303: Dover Books on Mathematics

Bell, Denis R

 
9780486449944: The Malliavin Calculus (Dover Books on Mathematics)

Sinopsis

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.

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Reseña del editor

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.

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